-33.8%
CCL vs VCLT
+22.0%
-55.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.0% |
| 7D | -0.3% | -1.9% | +1.6% | +1.7% |
| 30D | +10.3% | +1.4% | +8.9% | +8.8% |
| 3M | +6.6% | -1.8% | +8.3% | +8.7% |
| 6M | +20.0% | -3.9% | +23.9% | +25.8% |
| YTD | -1.9% | -3.9% | +2.0% | +3.4% |
| 1Y | +10.4% | -4.7% | +15.2% | +17.2% |
| 3Y | +134.8% | +14.1% | +120.7% | +108.3% |
| 5Y | +34.0% | -16.6% | +50.6% | +60.2% |
| All | -33.8% | +22.0% | -55.8% | -34.1% |
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