+69.7%
VT vs CLBK
+43.4%
+26.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.8% |
| 7D | -4.2% | +2.5% | -6.7% | -4.6% |
| 30D | -5.8% | -1.2% | -4.6% | -5.6% |
| 3M | -5.2% | +2.6% | -7.8% | -5.8% |
| 6M | +0.1% | +26.5% | -26.4% | -4.6% |
| YTD | +8.2% | +56.4% | -48.2% | -1.3% |
| 1Y | +10.1% | +58.8% | -48.7% | 0.0% |
| All | +69.7% | +43.4% | +26.3% | +54.1% |
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 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