-84.4%
CLDX vs VT
+356.1%
-440.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -1.5% | -1.6% | +0.1% | +0.5% |
| 30D | -6.1% | -2.5% | -3.6% | -3.0% |
| 3M | -21.2% | -1.3% | -19.9% | -20.0% |
| 6M | -8.0% | +3.1% | -11.1% | -12.0% |
| YTD | +9.4% | +10.9% | -1.5% | -4.4% |
| 1Y | +20.0% | +12.1% | +8.0% | +3.6% |
| 3Y | +14.4% | +73.9% | -59.5% | -43.2% |
| 5Y | -37.9% | +58.0% | -95.9% | -64.3% |
| 10Y | -31.0% | +225.5% | -256.5% | -85.5% |
| All | -84.4% | +356.1% | -440.5% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling