-80.2%
CLVT vs VT
+172.2%
-252.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.5% | -7.7% | -7.7% |
| 7D | -6.9% | +1.0% | -7.9% | -7.8% |
| 30D | +4.4% | -0.2% | +4.6% | +4.8% |
| 3M | -22.1% | +4.5% | -26.7% | -26.2% |
| 6M | -30.7% | +14.1% | -44.7% | -40.8% |
| YTD | -43.1% | +14.8% | -57.9% | -51.8% |
| 1Y | -57.6% | +21.2% | -78.8% | -66.1% |
| 3Y | -72.8% | +76.6% | -149.4% | -85.4% |
| 5Y | -92.8% | +66.6% | -159.4% | -95.8% |
| All | -80.2% | +172.2% | -252.4% | -91.6% |
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 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