+73.0%
CF vs VCLT
+12.9%
+60.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +6.0% | -0.5% | +6.5% | +5.8% |
| 30D | +14.8% | -0.9% | +15.7% | +14.6% |
| 3M | +14.1% | -3.2% | +17.3% | +13.1% |
| 6M | +28.5% | -3.8% | +32.3% | +28.1% |
| YTD | +74.9% | -2.0% | +77.0% | +74.3% |
| 1Y | +61.7% | -0.8% | +62.5% | +60.9% |
| All | +73.0% | +12.9% | +60.1% | +73.7% |
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