-94.7%
CLIR vs VT
+215.5%
-310.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +1.9% |
| 7D | +2.2% | -2.3% | +4.5% | +4.7% |
| 30D | -28.5% | -5.0% | -23.5% | -24.3% |
| 3M | -38.5% | -4.9% | -33.7% | -35.2% |
| 6M | -51.9% | -1.5% | -50.4% | -51.3% |
| YTD | -57.9% | +8.5% | -66.3% | -61.5% |
| 1Y | -73.8% | +11.4% | -85.2% | -76.8% |
| 3Y | -74.1% | +70.1% | -144.1% | -84.9% |
| 5Y | -84.6% | +53.7% | -138.3% | -89.9% |
| All | -94.7% | +215.5% | -310.2% | -97.6% |
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