+76.3%
CL vs VCLT
+20.2%
+56.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | +11.6% | +3.4% | +8.2% | +10.7% |
| 3M | +5.6% | -0.9% | +6.5% | +5.8% |
| 6M | +13.2% | -3.1% | +16.3% | +14.0% |
| YTD | +26.9% | -2.4% | +29.3% | +27.7% |
| 1Y | +27.3% | -2.7% | +30.0% | +28.2% |
| 3Y | +39.7% | +16.9% | +22.9% | +34.7% |
| 5Y | +41.3% | -17.0% | +58.3% | +45.6% |
| 10Y | +76.3% | +22.1% | +54.2% | +63.0% |
| All | +76.3% | +20.2% | +56.1% | +63.0% |
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