+1,855.0%
VRT vs CLBK
+49.3%
+1,805.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -17.7% | +2.9% | -20.6% | -18.4% |
| 30D | -20.0% | +5.4% | -25.4% | -21.5% |
| 3M | -28.1% | +5.8% | -33.8% | -29.5% |
| 6M | -42.8% | +28.9% | -71.8% | -48.1% |
| YTD | +20.0% | +61.8% | -41.9% | -0.2% |
| 1Y | +3.5% | +63.1% | -59.6% | -14.3% |
| 3Y | +366.1% | +55.3% | +310.8% | +278.6% |
| 5Y | +632.2% | +28.0% | +604.2% | +521.2% |
| All | +1,855.0% | +49.3% | +1,805.6% | +1,297.3% |
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 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