+967.2%
CF vs VCLT
+100.6%
+866.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +2.5% |
| 7D | +4.8% | +0.2% | +4.5% | +4.8% |
| 30D | +9.7% | +2.3% | +7.4% | +9.8% |
| 3M | +1.2% | -1.1% | +2.3% | +1.2% |
| 6M | +7.4% | -4.2% | +11.5% | +7.2% |
| YTD | +60.5% | -3.4% | +63.9% | +60.3% |
| 1Y | +50.7% | -3.8% | +54.5% | +50.6% |
| 3Y | +64.8% | +14.7% | +50.1% | +64.4% |
| 5Y | +115.8% | -16.7% | +132.5% | +114.0% |
| 10Y | +481.0% | +20.5% | +460.5% | +543.3% |
| All | +967.2% | +100.6% | +866.7% | +1,593.0% |
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