-91.5%
CLRO vs VT
+228.2%
-319.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.7% | -11.6% | -10.6% |
| 7D | -10.2% | -0.3% | -9.9% | -9.9% |
| 30D | +26.9% | -1.4% | +28.3% | +28.0% |
| 3M | +24.1% | -1.4% | +25.5% | +24.9% |
| 6M | +52.9% | +5.5% | +47.4% | +49.2% |
| YTD | -1.8% | +12.8% | -14.6% | -7.6% |
| 1Y | -3.3% | +15.4% | -18.7% | -9.7% |
| 3Y | -27.4% | +76.9% | -104.3% | -43.4% |
| 5Y | -45.2% | +60.4% | -105.6% | -55.6% |
| All | -91.5% | +228.2% | -319.7% | -94.2% |
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