+13.8%
VRT vs CLBK
+65.7%
-51.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.9% | -13.8% | -12.9% |
| 7D | -15.4% | +4.6% | -20.0% | -15.4% |
| 30D | -19.0% | -1.5% | -17.5% | -18.6% |
| 3M | -23.8% | +4.4% | -28.2% | -23.3% |
| 6M | -37.9% | +31.7% | -69.5% | -38.1% |
| YTD | +27.0% | +58.7% | -31.7% | +21.4% |
| 1Y | +13.8% | +64.9% | -51.1% | +5.7% |
| All | +13.8% | +65.7% | -51.9% | +5.7% |
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