+62.0%
CFG vs VCLT
-16.9%
+79.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +1.1% | +3.7% | -2.6% | -0.7% |
| 3M | -12.0% | -1.0% | -11.0% | -11.6% |
| 6M | -2.2% | -3.4% | +1.1% | -0.6% |
| YTD | +11.4% | -2.6% | +14.0% | +12.9% |
| 1Y | +27.8% | -3.3% | +31.1% | +29.9% |
| 3Y | +173.3% | +17.3% | +156.0% | +154.4% |
| All | +62.0% | -16.9% | +79.0% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling