+683.2%
CLH vs VT
+363.9%
+319.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.8% |
| 7D | -8.0% | -0.3% | -7.7% | -7.8% |
| 30D | -10.6% | -1.4% | -9.2% | -9.5% |
| 3M | -7.2% | -1.4% | -5.8% | -6.2% |
| 6M | -7.2% | +5.5% | -12.6% | -12.6% |
| YTD | +22.9% | +12.8% | +10.1% | +8.4% |
| 1Y | +38.1% | +15.4% | +22.6% | +19.2% |
| 3Y | +86.4% | +76.9% | +9.6% | +8.1% |
| 5Y | +173.4% | +60.4% | +113.0% | +73.5% |
| 10Y | +554.8% | +232.8% | +322.0% | +135.4% |
| All | +683.2% | +363.9% | +319.3% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling