-43.4%
CCL vs VCLT
+17.0%
-60.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | +0.2% |
| 7D | -4.3% | -1.3% | -3.0% | -3.0% |
| 30D | -19.0% | -1.1% | -17.8% | -18.0% |
| 3M | -13.1% | -3.7% | -9.4% | -9.4% |
| 6M | -13.3% | -4.0% | -9.3% | -8.8% |
| YTD | -25.2% | -3.4% | -21.9% | -21.8% |
| 1Y | -27.2% | -4.1% | -23.1% | -23.4% |
| 3Y | +49.2% | +11.0% | +38.2% | +36.0% |
| 5Y | +0.4% | -17.0% | +17.4% | +20.2% |
| All | -43.4% | +17.0% | -60.4% | -42.8% |
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