+51.9%
CLM vs VT
+75.6%
-23.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | +1.8% | -0.7% | +2.5% | +2.4% |
| 30D | -4.1% | -1.7% | -2.3% | -2.7% |
| 3M | -13.0% | -2.3% | -10.7% | -11.3% |
| 6M | -10.7% | +1.5% | -12.2% | -11.8% |
| YTD | -12.3% | +12.0% | -24.3% | -20.1% |
| 1Y | -9.5% | +12.9% | -22.4% | -18.1% |
| All | +51.9% | +75.6% | -23.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling