+1,033.6%
CAH vs VCLT
+103.3%
+930.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +1.7% | -0.6% | +2.3% | +1.7% |
| 3M | +17.9% | -2.2% | +20.1% | +17.9% |
| 6M | +10.9% | -2.9% | +13.8% | +11.0% |
| YTD | +17.9% | -2.1% | +19.9% | +17.9% |
| 1Y | +61.7% | -2.6% | +64.3% | +61.7% |
| 3Y | +183.7% | +12.5% | +171.2% | +183.5% |
| 5Y | +401.3% | -15.3% | +416.6% | +393.2% |
| 10Y | +293.7% | +16.6% | +277.0% | +312.2% |
| All | +1,033.6% | +103.3% | +930.3% | +1,392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling