+189.0%
CDE vs VCLT
-17.2%
+206.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -3.1% | -1.4% | -1.8% | -1.5% |
| 30D | +9.5% | -1.2% | +10.6% | +11.2% |
| 3M | +25.5% | -4.8% | +30.3% | +33.2% |
| 6M | -7.9% | -2.6% | -5.3% | -4.1% |
| YTD | +15.6% | -3.3% | +18.9% | +21.3% |
| 1Y | +34.0% | -4.8% | +38.9% | +43.2% |
| 3Y | +791.9% | +11.5% | +780.4% | +702.1% |
| All | +189.0% | -17.2% | +206.2% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling