-7.2%
CLH vs VT
+5.0%
-12.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.7% |
| 7D | -8.0% | -0.3% | -7.7% | -8.0% |
| 30D | -10.6% | -1.4% | -9.2% | -11.0% |
| 3M | -7.2% | -1.4% | -5.8% | -7.6% |
| 6M | -7.2% | +5.5% | -12.6% | -5.0% |
| All | -7.2% | +5.0% | -12.1% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling