+27.6%
CLOA vs VT
+86.1%
-58.5%
-1.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | +0.4% | -1.7% | +2.2% | +0.5% |
| 3M | +1.2% | -2.3% | +3.5% | +1.2% |
| 6M | +2.3% | +1.5% | +0.8% | +2.2% |
| YTD | +4.1% | +12.0% | -7.9% | +3.8% |
| 1Y | +4.8% | +12.9% | -8.0% | +4.5% |
| 3Y | +19.4% | +74.9% | -55.6% | +18.2% |
| All | +27.6% | +86.1% | -58.5% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling