-94.8%
CLIR vs VT
+221.8%
-316.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.1% |
| 7D | -2.5% | +2.4% | -4.9% | -4.9% |
| 30D | -12.9% | -1.5% | -11.4% | -11.4% |
| 3M | -45.9% | -4.1% | -41.8% | -43.4% |
| 6M | -48.3% | +0.6% | -48.9% | -48.7% |
| YTD | -58.9% | +11.0% | -70.0% | -63.4% |
| 1Y | -73.6% | +13.3% | -86.9% | -77.0% |
| 3Y | -73.3% | +73.4% | -146.6% | -84.7% |
| 5Y | -87.4% | +57.4% | -144.9% | -92.0% |
| All | -94.8% | +221.8% | -316.5% | -97.8% |
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