+101.1%
CLFD vs VT
+231.8%
-130.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -1.5% |
| 7D | +2.9% | -0.3% | +3.2% | +3.4% |
| 30D | -0.8% | -1.4% | +0.6% | +1.5% |
| 3M | -2.5% | -1.4% | -1.2% | -0.1% |
| 6M | +12.0% | +5.5% | +6.5% | +5.8% |
| YTD | +12.8% | +12.8% | 0.0% | -2.6% |
| 1Y | -2.3% | +15.4% | -17.8% | -18.0% |
| 3Y | +26.9% | +76.9% | -49.9% | -37.8% |
| 5Y | -46.2% | +60.4% | -106.6% | -69.2% |
| 10Y | +101.1% | +232.8% | -131.7% | -42.6% |
| All | +101.1% | +231.8% | -130.7% | -42.6% |
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