+302.0%
CLYM vs VT
+69.7%
+232.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.2% | +15.8% | +15.7% |
| 7D | +0.4% | -2.3% | +2.7% | +3.5% |
| 30D | -3.9% | -5.0% | +1.0% | +2.9% |
| 3M | -26.5% | -4.9% | -21.6% | -21.5% |
| 6M | -15.8% | -1.5% | -14.3% | -14.0% |
| YTD | +157.2% | +8.5% | +148.8% | +134.5% |
| 1Y | +427.7% | +11.4% | +416.3% | +365.9% |
| 3Y | +302.0% | +70.1% | +231.9% | +197.0% |
| All | +302.0% | +69.7% | +232.2% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling