+61.7%
CF vs VCLT
-0.4%
+62.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.0% |
| 7D | +6.0% | -0.5% | +6.5% | +4.9% |
| 30D | +14.8% | -0.9% | +15.7% | +13.0% |
| 3M | +14.1% | -3.2% | +17.3% | +6.9% |
| 6M | +28.5% | -3.8% | +32.3% | +23.2% |
| YTD | +74.9% | -2.0% | +77.0% | +69.6% |
| 1Y | +61.7% | -0.8% | +62.5% | +60.4% |
| All | +61.7% | -0.4% | +62.1% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling