+50.6%
CLBK vs VCLT
+14.4%
+36.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.9% | -2.3% | +3.2% | +2.5% |
| 30D | +3.4% | +0.8% | +2.7% | +2.9% |
| 3M | -4.3% | -2.7% | -1.6% | -2.5% |
| 6M | +28.4% | -4.3% | +32.6% | +32.1% |
| YTD | +59.4% | -4.3% | +63.7% | +64.1% |
| 1Y | +64.8% | -4.4% | +69.2% | +69.7% |
| 3Y | +50.6% | +13.8% | +36.8% | +28.0% |
| All | +50.6% | +14.4% | +36.2% | +28.0% |
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