+223.5%
CB vs VCLT
+16.9%
+206.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -3.1% | +0.1% | -3.2% | -3.1% |
| 3M | +4.2% | -2.9% | +7.0% | +4.8% |
| 6M | +4.7% | -4.0% | +8.7% | +5.6% |
| YTD | +8.8% | -2.2% | +11.1% | +9.3% |
| 1Y | +22.6% | -2.6% | +25.2% | +23.2% |
| 3Y | +70.6% | +12.3% | +58.3% | +65.6% |
| 5Y | +99.4% | -16.4% | +115.8% | +107.0% |
| 10Y | +223.5% | +18.1% | +205.4% | +226.5% |
| All | +223.5% | +16.9% | +206.5% | +226.5% |
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