+243.0%
CB vs VCLT
+20.2%
+222.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.5% | +1.2% | -2.7% | -1.8% |
| 30D | +6.5% | +3.4% | +3.1% | +5.7% |
| 3M | +4.1% | -0.9% | +4.9% | +4.2% |
| 6M | +14.4% | -3.1% | +17.6% | +15.2% |
| YTD | +17.5% | -2.4% | +19.9% | +18.0% |
| 1Y | +27.5% | -2.7% | +30.2% | +28.2% |
| 3Y | +71.6% | +16.9% | +54.7% | +65.0% |
| 5Y | +100.6% | -17.0% | +117.6% | +108.8% |
| 10Y | +243.0% | +22.1% | +220.9% | +251.1% |
| All | +243.0% | +20.2% | +222.8% | +251.1% |
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 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