+64.9%
CLBK vs VCLT
-3.2%
+68.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | +4.6% | +0.4% | +4.2% | +4.3% |
| 30D | -1.5% | +3.9% | -5.4% | -3.7% |
| 3M | +4.4% | -1.9% | +6.3% | +5.6% |
| 6M | +31.7% | -2.6% | +34.3% | +33.5% |
| YTD | +58.7% | -3.1% | +61.8% | +61.0% |
| 1Y | +64.9% | -3.6% | +68.4% | +67.8% |
| All | +64.9% | -3.2% | +68.1% | +67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling