-44.2%
CLYM vs VT
+59.5%
-103.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.9% | -0.9% |
| 7D | -14.1% | -4.2% | -10.0% | -10.5% |
| 30D | -16.9% | -5.8% | -11.1% | -11.9% |
| 3M | -28.9% | -5.2% | -23.6% | -25.0% |
| 6M | -22.5% | +0.1% | -22.7% | -22.3% |
| YTD | +121.7% | +8.2% | +113.5% | +108.7% |
| 1Y | +362.0% | +10.1% | +351.9% | +328.3% |
| 3Y | +243.8% | +69.7% | +174.1% | +137.4% |
| 5Y | -50.1% | +53.4% | -103.4% | -56.8% |
| All | -44.2% | +59.5% | -103.7% | -55.3% |
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