+64.9%
CLBK vs VCLT
+14.8%
+50.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -1.0% | -1.2% | +0.1% | -0.7% |
| 3M | +22.9% | -4.8% | +27.7% | +24.5% |
| 6M | +44.2% | -2.6% | +46.8% | +45.2% |
| YTD | +64.0% | -3.3% | +67.3% | +65.4% |
| 1Y | +65.7% | -4.8% | +70.5% | +67.8% |
| 3Y | +54.1% | +11.5% | +42.5% | +50.6% |
| 5Y | +44.7% | -17.0% | +61.7% | +46.9% |
| All | +64.9% | +14.8% | +50.2% | +86.2% |
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