-26.2%
CLYM vs VT
+63.2%
-89.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.1% |
| 7D | +20.4% | -0.1% | +20.6% | +20.6% |
| 30D | +6.7% | -3.1% | +9.8% | +10.2% |
| 3M | -13.3% | -3.5% | -9.8% | -10.1% |
| 6M | +3.3% | +0.5% | +2.8% | +3.2% |
| YTD | +193.5% | +10.8% | +182.7% | +170.3% |
| 1Y | +552.2% | +11.9% | +540.3% | +495.7% |
| 3Y | +351.5% | +73.0% | +278.6% | +205.9% |
| 5Y | -31.6% | +58.6% | -90.2% | -43.8% |
| All | -26.2% | +63.2% | -89.4% | -42.2% |
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