+569.7%
CLH vs VT
+224.5%
+345.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | +0.4% | +1.6% | +1.5% |
| 30D | +2.5% | +1.0% | +1.6% | +1.4% |
| 3M | +10.5% | +2.4% | +8.1% | +6.6% |
| 6M | +8.2% | +12.0% | -3.8% | -6.8% |
| YTD | +35.2% | +15.3% | +19.9% | +12.4% |
| 1Y | +29.4% | +22.6% | +6.8% | -0.4% |
| 3Y | +82.9% | +74.7% | +8.2% | -9.4% |
| 5Y | +208.9% | +66.1% | +142.7% | +62.4% |
| All | +569.7% | +224.5% | +345.2% | +65.7% |
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