+953.6%
VRT vs CLBK
+41.8%
+911.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.3% |
| 7D | +2.4% | -1.5% | +3.9% | +2.9% |
| 30D | -2.7% | +6.7% | -9.3% | -4.3% |
| 3M | -9.2% | +21.2% | -30.3% | -14.1% |
| 6M | -0.5% | +42.0% | -42.5% | -10.3% |
| YTD | +62.3% | +63.3% | -0.9% | +39.7% |
| 1Y | +109.6% | +65.4% | +44.2% | +78.8% |
| 3Y | +573.1% | +52.5% | +520.6% | +473.0% |
| 5Y | +953.6% | +42.0% | +911.7% | +776.1% |
| All | +953.6% | +41.8% | +911.8% | +776.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling