+40.6%
CLOZ price history and return analytics
+86.8%
-46.1%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.1% | -0.1% | +0.3% | +0.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.2% |
| 3M | +0.9% | +4.0% | -3.1% | +0.4% |
| 6M | +5.3% | +12.3% | -7.0% | +3.9% |
| YTD | +3.2% | +14.0% | -10.8% | +1.7% |
| 1Y | +4.6% | +20.3% | -15.7% | +2.4% |
| 3Y | +27.9% | +75.4% | -47.5% | +22.6% |
| All | +40.6% | +86.8% | -46.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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