+312.1%
CG vs VCLT
+17.0%
+295.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.5% |
| 7D | -9.8% | -1.3% | -8.5% | -8.9% |
| 30D | -10.3% | -1.1% | -9.2% | -9.4% |
| 3M | -1.7% | -3.7% | +2.0% | +1.2% |
| 6M | -9.8% | -4.0% | -5.8% | -6.7% |
| YTD | -25.6% | -3.4% | -22.2% | -23.4% |
| 1Y | -32.5% | -4.1% | -28.4% | -30.1% |
| 3Y | +45.6% | +11.0% | +34.7% | +35.9% |
| 5Y | +3.7% | -17.0% | +20.7% | +12.2% |
| All | +312.1% | +17.0% | +295.1% | +340.0% |
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 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