+362.4%
CFG vs VCLT
+35.0%
+327.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -3.8% | -0.9% | -3.0% | -3.7% |
| 3M | +11.5% | -3.2% | +14.7% | +12.1% |
| 6M | +19.2% | -3.8% | +23.0% | +19.9% |
| YTD | +23.7% | -2.0% | +25.7% | +24.1% |
| 1Y | +38.8% | -0.8% | +39.7% | +39.1% |
| 3Y | +178.9% | +12.3% | +166.6% | +175.0% |
| 5Y | +101.8% | -15.4% | +117.2% | +92.6% |
| 10Y | +317.3% | +15.7% | +301.5% | +378.1% |
| All | +362.4% | +35.0% | +327.3% | +490.3% |
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