-37.7%
CAG vs VCLT
+17.1%
-54.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | -1.4% | -4.3% | -5.3% |
| 30D | -2.4% | -1.2% | -1.2% | -2.1% |
| 3M | +9.8% | -4.8% | +14.6% | +11.3% |
| 6M | -10.8% | -2.6% | -8.3% | -10.2% |
| YTD | -10.8% | -3.3% | -7.5% | -10.0% |
| 1Y | -19.0% | -4.8% | -14.1% | -17.9% |
| 3Y | -39.7% | +11.5% | -51.2% | -41.4% |
| 5Y | -43.0% | -17.0% | -26.0% | -40.7% |
| All | -37.7% | +17.1% | -54.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling