+1,063.1%
CF vs VCLT
+103.4%
+959.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | +14.8% | -0.9% | +15.7% | +14.8% |
| 3M | +14.1% | -3.2% | +17.3% | +13.9% |
| 6M | +28.5% | -3.8% | +32.3% | +28.5% |
| YTD | +74.9% | -2.0% | +77.0% | +74.8% |
| 1Y | +61.7% | -0.8% | +62.5% | +61.6% |
| 3Y | +80.3% | +12.3% | +68.0% | +80.0% |
| 5Y | +226.0% | -15.4% | +241.4% | +223.5% |
| 10Y | +569.9% | +15.7% | +554.1% | +618.5% |
| All | +1,063.1% | +103.4% | +959.7% | +1,746.3% |
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