+99.5%
CFG vs VCLT
-17.3%
+116.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | -4.6% | -1.1% | -3.5% | -4.1% |
| 3M | +7.9% | -3.7% | +11.6% | +9.8% |
| 6M | +19.9% | -4.0% | +23.9% | +22.2% |
| YTD | +21.7% | -3.4% | +25.1% | +23.7% |
| 1Y | +38.4% | -4.1% | +42.6% | +41.1% |
| 3Y | +187.0% | +11.0% | +176.0% | +174.0% |
| 5Y | +99.5% | -17.0% | +116.5% | +59.9% |
| All | +99.5% | -17.3% | +116.8% | +59.9% |
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 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