-92.3%
CLRO vs VT
+214.8%
-307.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -7.4% |
| 7D | -9.2% | -4.2% | -5.0% | -7.2% |
| 30D | +12.1% | -5.8% | +17.9% | +15.4% |
| 3M | +23.4% | -5.2% | +28.6% | +26.5% |
| 6M | +28.2% | +0.1% | +28.1% | +28.2% |
| YTD | -10.8% | +8.2% | -19.0% | -14.5% |
| 1Y | -12.9% | +10.1% | -23.0% | -16.9% |
| 3Y | -34.1% | +69.7% | -103.8% | -47.6% |
| 5Y | -47.6% | +53.4% | -100.9% | -56.7% |
| All | -92.3% | +214.8% | -307.1% | -94.6% |
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 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