-39.5%
CLDX vs VT
+215.5%
-255.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.4% | +5.4% |
| 7D | -0.8% | -2.3% | +1.6% | +1.8% |
| 30D | -1.8% | -5.0% | +3.1% | +3.6% |
| 3M | -28.1% | -4.9% | -23.3% | -24.3% |
| 6M | -13.1% | -1.5% | -11.6% | -12.0% |
| YTD | +10.0% | +8.5% | +1.5% | +1.0% |
| 1Y | +28.4% | +11.4% | +17.0% | +14.8% |
| 3Y | +1.8% | +70.1% | -68.3% | -40.3% |
| 5Y | -34.9% | +53.7% | -88.6% | -57.7% |
| All | -39.5% | +215.5% | -255.0% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling