+40.7%
CL vs VCLT
+14.4%
+26.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +3.2% | -2.3% | +5.5% | +4.2% |
| 30D | +8.0% | +0.8% | +7.3% | +7.8% |
| 3M | +7.9% | -2.7% | +10.5% | +9.1% |
| 6M | +14.7% | -4.3% | +19.0% | +16.7% |
| YTD | +29.2% | -4.3% | +33.5% | +31.4% |
| 1Y | +29.5% | -4.4% | +33.9% | +31.8% |
| 3Y | +40.7% | +13.8% | +26.9% | +39.0% |
| All | +40.7% | +14.4% | +26.3% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling