+282.5%
CHTR vs VCLT
+102.6%
+179.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -7.9% | -8.1% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -12.7% | +0.1% | -12.8% | -12.6% |
| 3M | -1.1% | -2.9% | +1.8% | -0.3% |
| 6M | -39.9% | -4.0% | -36.0% | -39.2% |
| YTD | -35.9% | -2.2% | -33.6% | -35.4% |
| 1Y | -49.2% | -2.6% | -46.6% | -48.8% |
| 3Y | -68.3% | +12.3% | -80.6% | -69.1% |
| 5Y | -83.0% | -16.4% | -66.6% | -82.9% |
| 10Y | -49.3% | +18.1% | -67.4% | -47.4% |
| All | +282.5% | +102.6% | +179.9% | +352.1% |
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