+543.2%
CLH vs VT
+215.5%
+327.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.0% |
| 7D | -6.0% | -2.3% | -3.6% | -3.5% |
| 30D | -10.0% | -5.0% | -5.0% | -4.7% |
| 3M | -7.7% | -4.9% | -2.8% | -2.6% |
| 6M | -1.3% | -1.5% | +0.2% | -1.0% |
| YTD | +21.2% | +8.5% | +12.7% | +7.6% |
| 1Y | +38.5% | +11.4% | +27.1% | +19.0% |
| 3Y | +84.0% | +70.1% | +13.9% | -6.9% |
| 5Y | +167.8% | +53.7% | +114.0% | +53.7% |
| All | +543.2% | +215.5% | +327.7% | +68.4% |
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