+57.3%
CL vs VCLT
+16.9%
+40.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -5.5% | +0.1% | -5.6% | -5.5% |
| 3M | +0.8% | -2.9% | +3.7% | +1.6% |
| 6M | -4.2% | -4.0% | -0.3% | -3.2% |
| YTD | +13.4% | -2.2% | +15.7% | +14.1% |
| 1Y | +7.1% | -2.6% | +9.6% | +7.7% |
| 3Y | +29.0% | +12.3% | +16.7% | +25.4% |
| 5Y | +28.3% | -16.4% | +44.7% | +32.0% |
| 10Y | +57.3% | +18.1% | +39.2% | +45.9% |
| All | +57.3% | +16.9% | +40.4% | +45.9% |
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