+949.2%
CI vs VCLT
+100.6%
+848.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +7.3% | +2.3% | +5.0% | +7.3% |
| 3M | +9.5% | -1.1% | +10.5% | +9.5% |
| 6M | +6.4% | -4.2% | +10.6% | +6.4% |
| YTD | +12.0% | -3.4% | +15.4% | +12.0% |
| 1Y | +20.1% | -3.8% | +23.9% | +20.1% |
| 3Y | +9.6% | +14.7% | -5.1% | +10.1% |
| 5Y | +52.7% | -16.7% | +69.4% | +49.6% |
| 10Y | +150.3% | +20.5% | +129.8% | +176.1% |
| All | +949.2% | +100.6% | +848.7% | +1,471.2% |
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