+67.4%
CLBK vs VCLT
+16.3%
+51.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +9.1% | -0.9% | +10.0% | +9.4% |
| 3M | +27.7% | -3.2% | +30.9% | +28.8% |
| 6M | +40.8% | -3.8% | +44.6% | +42.3% |
| YTD | +66.4% | -2.0% | +68.4% | +67.3% |
| 1Y | +72.4% | -0.8% | +73.2% | +72.7% |
| 3Y | +50.7% | +12.3% | +38.4% | +46.9% |
| 5Y | +42.9% | -15.4% | +58.3% | +44.5% |
| All | +67.4% | +16.3% | +51.0% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling