-90.2%
CLSX vs VT
+15.4%
-105.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.5% | +2.6% | +20.9% | +5.1% |
| 7D | -17.2% | +0.4% | -17.6% | -18.1% |
| 30D | -64.2% | -2.6% | -61.6% | -53.6% |
| 3M | -77.2% | -3.2% | -74.0% | -67.9% |
| 6M | -86.7% | +0.9% | -87.7% | -85.2% |
| YTD | -82.2% | +11.3% | -93.5% | -88.3% |
| 1Y | -93.8% | +14.0% | -107.8% | -96.5% |
| All | -90.2% | +15.4% | -105.6% | -94.4% |
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