-90.7%
CLIR vs VT
+369.4%
-460.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -12.5% | +0.4% | -13.0% | -12.9% |
| 30D | +0.5% | +1.0% | -0.5% | -0.7% |
| 3M | -8.6% | +2.4% | -11.0% | -11.1% |
| 6M | -27.6% | +12.0% | -39.6% | -35.4% |
| YTD | -30.2% | +15.3% | -45.5% | -39.7% |
| 1Y | -32.6% | +22.6% | -55.2% | -45.0% |
| 3Y | -61.7% | +74.7% | -136.3% | -77.6% |
| 5Y | -82.2% | +66.1% | -148.4% | -89.0% |
| 10Y | -92.8% | +225.0% | -317.8% | -97.4% |
| All | -90.7% | +369.4% | -460.1% | -97.0% |
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 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