+644.6%
VRT vs CLBK
+55.4%
+589.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | +13.6% | +1.1% | +12.5% | +13.3% |
| 30D | +6.8% | +7.8% | -1.0% | +4.9% |
| 3M | -3.2% | +23.9% | -27.1% | -8.4% |
| 6M | +20.3% | +42.3% | -22.0% | +9.4% |
| YTD | +79.6% | +65.4% | +14.2% | +55.7% |
| 1Y | +139.0% | +70.3% | +68.7% | +104.3% |
| 3Y | +644.6% | +54.5% | +590.1% | +529.6% |
| All | +644.6% | +55.4% | +589.2% | +529.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling