+287.5%
CAH vs VCLT
+17.1%
+270.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -5.1% | -1.4% | -3.7% | -4.9% |
| 30D | +0.2% | -1.2% | +1.3% | +0.4% |
| 3M | +6.3% | -4.8% | +11.1% | +7.1% |
| 6M | +9.4% | -2.6% | +12.0% | +9.8% |
| YTD | +15.0% | -3.3% | +18.3% | +15.6% |
| 1Y | +55.4% | -4.8% | +60.3% | +56.6% |
| 3Y | +173.8% | +11.5% | +162.3% | +168.6% |
| 5Y | +395.2% | -17.0% | +412.2% | +404.6% |
| All | +287.5% | +17.1% | +270.4% | +305.5% |
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