+2,545.5%
VRT vs CLBK
+50.7%
+2,494.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.2% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | -2.7% | +6.7% | -9.3% | -4.8% |
| 3M | -9.2% | +21.2% | -30.3% | -15.4% |
| 6M | -0.5% | +42.0% | -42.5% | -12.6% |
| YTD | +62.3% | +63.3% | -0.9% | +34.8% |
| 1Y | +109.6% | +65.4% | +44.2% | +72.1% |
| 3Y | +573.1% | +52.5% | +520.6% | +452.0% |
| 5Y | +953.6% | +42.0% | +911.7% | +750.5% |
| All | +2,545.5% | +50.7% | +2,494.9% | +1,787.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling