-75.7%
CLVT vs VT
+156.7%
-232.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.1% | +14.0% | +14.2% |
| 7D | +35.5% | -4.2% | +39.6% | +41.0% |
| 30D | +58.5% | -5.8% | +64.3% | +67.6% |
| 3M | +20.1% | -5.2% | +25.3% | +26.1% |
| 6M | -15.9% | +0.1% | -16.0% | -17.5% |
| YTD | -30.2% | +8.2% | -38.5% | -37.6% |
| 1Y | -33.0% | +10.1% | -43.2% | -41.3% |
| 3Y | -66.1% | +69.7% | -135.7% | -81.1% |
| 5Y | -90.0% | +53.4% | -143.4% | -93.8% |
| All | -75.7% | +156.7% | -232.4% | -89.1% |
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