+241.0%
CL vs VCLT
+102.2%
+138.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | +11.4% | +3.7% | +7.7% | +10.8% |
| 3M | +4.4% | -1.0% | +5.4% | +4.6% |
| 6M | +10.8% | -3.4% | +14.1% | +11.3% |
| YTD | +25.1% | -2.6% | +27.7% | +25.6% |
| 1Y | +28.0% | -3.3% | +31.2% | +28.5% |
| 3Y | +37.6% | +17.3% | +20.3% | +35.5% |
| 5Y | +39.7% | -17.0% | +56.7% | +39.7% |
| 10Y | +75.8% | +18.1% | +57.7% | +78.8% |
| All | +241.0% | +102.2% | +138.8% | +289.3% |
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