+154.5%
CLM vs VT
+374.2%
-219.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.7% | +0.4% | +1.2% | +1.3% |
| 30D | -8.4% | +1.0% | -9.4% | -9.1% |
| 3M | -7.4% | +2.4% | -9.7% | -9.0% |
| 6M | -2.8% | +12.0% | -14.8% | -10.9% |
| YTD | -8.6% | +15.3% | -24.0% | -18.1% |
| 1Y | -1.1% | +22.6% | -23.6% | -15.3% |
| 3Y | +40.4% | +74.7% | -34.3% | -8.3% |
| 5Y | +30.7% | +66.1% | -35.4% | -12.0% |
| 10Y | +170.7% | +225.0% | -54.3% | +12.6% |
| All | +154.5% | +374.2% | -219.7% | -18.3% |
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 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