+860.6%
CB vs VCLT
+103.4%
+757.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -3.1% | -0.9% | -2.3% | -3.1% |
| 3M | +9.0% | -3.2% | +12.2% | +9.1% |
| 6M | +2.9% | -3.8% | +6.7% | +3.1% |
| YTD | +10.1% | -2.0% | +12.1% | +10.2% |
| 1Y | +22.8% | -0.8% | +23.6% | +22.8% |
| 3Y | +73.8% | +12.3% | +61.5% | +72.7% |
| 5Y | +99.2% | -15.4% | +114.6% | +97.5% |
| 10Y | +218.2% | +15.7% | +202.5% | +232.6% |
| All | +860.6% | +103.4% | +757.2% | +1,204.6% |
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