+791.9%
CDE vs VCLT
+11.4%
+780.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -3.1% | -1.4% | -1.8% | -1.2% |
| 30D | +9.5% | -1.2% | +10.6% | +11.4% |
| 3M | +25.5% | -4.8% | +30.3% | +34.3% |
| 6M | -7.9% | -2.6% | -5.3% | -3.4% |
| YTD | +15.6% | -3.3% | +18.9% | +22.1% |
| 1Y | +34.0% | -4.8% | +38.9% | +44.3% |
| 3Y | +791.9% | +11.5% | +780.4% | +714.7% |
| All | +791.9% | +11.4% | +780.6% | +714.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling