+9.9%
CG vs VCLT
-15.4%
+25.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | -3.2% | -0.6% | -2.6% | -2.5% |
| 3M | +6.2% | -2.2% | +8.5% | +8.8% |
| 6M | -4.7% | -2.9% | -1.8% | -1.5% |
| YTD | -20.6% | -2.1% | -18.6% | -18.6% |
| 1Y | -26.4% | -2.6% | -23.8% | -24.0% |
| 3Y | +55.4% | +12.5% | +42.9% | +37.5% |
| All | +9.9% | -15.4% | +25.3% | +16.3% |
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 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