-9.3%
CDE vs VCLT
+102.9%
-112.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +15.7% | +0.1% | +15.6% | +15.7% |
| 3M | +30.5% | -2.9% | +33.4% | +34.3% |
| 6M | -7.4% | -4.0% | -3.4% | -3.3% |
| YTD | +17.9% | -2.2% | +20.2% | +21.2% |
| 1Y | +46.7% | -2.6% | +49.3% | +51.4% |
| 3Y | +851.3% | +12.3% | +839.0% | +773.4% |
| 5Y | +202.9% | -16.4% | +219.3% | +246.8% |
| 10Y | +58.2% | +18.1% | +40.1% | +53.1% |
| All | -9.3% | +102.9% | -112.2% | +0.4% |
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