-94.5%
CLIR vs VT
+340.5%
-435.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.9% | -0.9% |
| 7D | -6.1% | -4.2% | -1.9% | -1.9% |
| 30D | -30.0% | -5.8% | -24.2% | -25.5% |
| 3M | -40.6% | -5.2% | -35.4% | -37.3% |
| 6M | -53.0% | +0.1% | -53.1% | -53.1% |
| YTD | -58.8% | +8.2% | -67.0% | -62.0% |
| 1Y | -74.9% | +10.1% | -85.0% | -77.3% |
| 3Y | -74.3% | +69.7% | -144.0% | -84.5% |
| 5Y | -84.9% | +53.4% | -138.3% | -89.9% |
| 10Y | -94.8% | +219.2% | -314.0% | -98.1% |
| All | -94.5% | +340.5% | -435.0% | -98.1% |
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