-39.3%
CAG vs VCLT
+11.3%
-50.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.2% |
| 7D | -5.9% | -1.3% | -4.6% | -5.3% |
| 30D | -1.5% | -1.1% | -0.4% | -1.0% |
| 3M | +11.5% | -3.7% | +15.1% | +13.3% |
| 6M | -15.7% | -4.0% | -11.7% | -14.1% |
| YTD | -10.2% | -3.4% | -6.8% | -8.9% |
| 1Y | -18.1% | -4.1% | -13.9% | -16.5% |
| All | -39.3% | +11.3% | -50.6% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling