+43.9%
CLBK vs VCLT
-17.2%
+61.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | -1.0% | -1.2% | +0.1% | -0.6% |
| 3M | +22.9% | -4.8% | +27.7% | +25.0% |
| 6M | +44.2% | -2.6% | +46.8% | +45.5% |
| YTD | +64.0% | -3.3% | +67.3% | +65.9% |
| 1Y | +65.7% | -4.8% | +70.5% | +68.4% |
| 3Y | +54.1% | +11.5% | +42.5% | +49.8% |
| All | +43.9% | -17.2% | +61.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling