+941.1%
CB vs VCLT
+100.6%
+840.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.6% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +8.2% | +2.3% | +5.9% | +8.0% |
| 3M | +6.3% | -1.1% | +7.3% | +6.3% |
| 6M | +16.2% | -4.2% | +20.4% | +16.4% |
| YTD | +19.3% | -3.4% | +22.7% | +19.5% |
| 1Y | +29.2% | -3.8% | +33.0% | +29.5% |
| 3Y | +71.4% | +14.7% | +56.7% | +70.3% |
| 5Y | +104.2% | -16.7% | +120.9% | +102.7% |
| 10Y | +246.7% | +20.5% | +226.2% | +269.9% |
| All | +941.1% | +100.6% | +840.5% | +1,314.9% |
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