+208.7%
VTI vs CLBK
+65.6%
+143.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -1.4% | -0.7% | -1.6% |
| 30D | -1.9% | +4.5% | -6.5% | -3.3% |
| 3M | +4.5% | +22.8% | -18.2% | -2.1% |
| 6M | +12.6% | +43.4% | -30.9% | +0.4% |
| YTD | +12.0% | +64.1% | -52.1% | -4.6% |
| 1Y | +17.3% | +67.6% | -50.2% | -1.1% |
| 3Y | +75.3% | +53.3% | +22.1% | +47.6% |
| 5Y | +74.0% | +44.8% | +29.2% | +40.2% |
| All | +208.7% | +65.6% | +143.0% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling