+6.0%
CLM vs VT
+53.2%
-47.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | -0.3% |
| 7D | -1.8% | -4.2% | +2.3% | +1.5% |
| 30D | -7.8% | -5.8% | -2.0% | -3.3% |
| 3M | -16.6% | -5.2% | -11.4% | -13.0% |
| 6M | -14.3% | +0.1% | -14.4% | -14.5% |
| YTD | -16.8% | +8.2% | -25.0% | -21.8% |
| 1Y | -13.2% | +10.1% | -23.4% | -19.7% |
| 3Y | +42.7% | +69.7% | -27.0% | -5.4% |
| 5Y | +6.0% | +53.4% | -47.3% | -25.3% |
| All | +6.0% | +53.2% | -47.2% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling