+140.0%
CLM vs VT
+363.9%
-223.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.7% |
| 7D | +3.0% | -0.3% | +3.3% | +3.3% |
| 30D | -2.8% | -1.4% | -1.4% | -1.7% |
| 3M | -13.6% | -1.4% | -12.2% | -12.7% |
| 6M | -10.6% | +5.5% | -16.0% | -14.2% |
| YTD | -13.8% | +12.8% | -26.6% | -21.4% |
| 1Y | -9.9% | +15.4% | -25.4% | -19.3% |
| 3Y | +47.8% | +76.9% | -29.1% | -4.3% |
| 5Y | +11.1% | +60.4% | -49.3% | -23.1% |
| 10Y | +178.2% | +232.8% | -54.6% | +14.2% |
| All | +140.0% | +363.9% | -223.9% | -21.6% |
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