+123.4%
VRT vs CLBK
+73.3%
+50.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | +1.2% | +7.9% | +9.2% |
| 30D | +0.9% | +9.1% | -8.2% | +1.3% |
| 3M | -13.4% | +27.7% | -41.1% | -12.3% |
| 6M | +11.7% | +40.8% | -29.1% | +12.4% |
| YTD | +73.2% | +66.4% | +6.8% | +73.8% |
| 1Y | +123.4% | +72.4% | +51.0% | +126.3% |
| All | +123.4% | +73.3% | +50.1% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling