+53.4%
CLBK vs VCLT
+12.6%
+40.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.7% | +0.1% | +6.6% | +6.6% |
| 3M | +21.2% | -2.9% | +24.0% | +23.4% |
| 6M | +42.0% | -4.0% | +45.9% | +45.5% |
| YTD | +63.3% | -2.2% | +65.5% | +65.5% |
| 1Y | +65.4% | -2.6% | +68.0% | +67.9% |
| All | +53.4% | +12.6% | +40.8% | +39.4% |
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