-30.9%
CG vs VCLT
-2.7%
-28.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.7% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | -1.6% | -2.9% | +1.3% | +2.6% |
| 6M | -8.3% | -4.0% | -4.4% | -2.4% |
| YTD | -23.8% | -2.2% | -21.6% | -21.2% |
| All | -30.9% | -2.7% | -28.2% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling