+507.8%
CLH vs VT
+217.6%
+290.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -8.5% | -3.1% | -5.4% | -5.4% |
| 3M | -6.4% | -3.5% | -2.9% | -2.9% |
| 6M | -0.4% | +0.5% | -0.8% | -2.4% |
| YTD | +23.7% | +10.8% | +12.9% | +7.2% |
| 1Y | +40.1% | +11.9% | +28.2% | +19.9% |
| 3Y | +79.8% | +73.0% | +6.9% | -10.8% |
| 5Y | +169.0% | +58.6% | +110.4% | +48.6% |
| 10Y | +507.8% | +219.2% | +288.6% | +53.4% |
| All | +507.8% | +217.6% | +290.2% | +53.4% |
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