+99.3%
CLPT vs VT
+223.7%
-124.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +3.1% |
| 7D | -7.8% | +0.4% | -8.2% | -7.6% |
| 30D | -12.5% | -2.6% | -9.9% | -8.5% |
| 3M | -35.5% | -3.2% | -32.2% | -31.7% |
| 6M | -28.5% | +0.9% | -29.4% | -29.0% |
| YTD | -33.0% | +11.3% | -44.3% | -40.5% |
| 1Y | -42.0% | +14.0% | -56.0% | -49.9% |
| 3Y | +69.2% | +75.8% | -6.7% | -7.8% |
| 5Y | -46.8% | +57.8% | -104.6% | -66.7% |
| 10Y | +99.3% | +219.8% | -120.5% | -29.1% |
| All | +99.3% | +223.7% | -124.3% | -29.1% |
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