+308.6%
CFG vs VCLT
+15.5%
+293.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -3.7% | -0.6% | -3.1% | -3.6% |
| 3M | +9.5% | -2.2% | +11.7% | +10.1% |
| 6M | +22.2% | -2.9% | +25.1% | +23.2% |
| YTD | +22.3% | -2.1% | +24.4% | +23.0% |
| 1Y | +39.4% | -2.6% | +42.0% | +40.4% |
| 3Y | +188.5% | +12.5% | +176.0% | +180.9% |
| 5Y | +101.5% | -15.3% | +116.8% | +96.7% |
| 10Y | +308.6% | +16.6% | +292.0% | +414.9% |
| All | +308.6% | +15.5% | +293.1% | +414.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling