-100.0%
CLRB vs VT
+363.9%
-463.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -7.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -26.3% | -1.4% | -24.9% | -25.6% |
| 3M | -52.0% | -1.4% | -50.6% | -51.6% |
| 6M | -56.5% | +5.5% | -62.0% | -57.7% |
| YTD | -58.3% | +12.8% | -71.1% | -60.9% |
| 1Y | -63.3% | +15.4% | -78.7% | -65.9% |
| 3Y | -98.5% | +76.9% | -175.3% | -98.9% |
| 5Y | -99.6% | +60.4% | -160.0% | -99.7% |
| 10Y | -100.0% | +232.8% | -332.8% | -100.0% |
| All | -100.0% | +363.9% | -463.9% | -100.0% |
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