+74.6%
CLF vs VCLT
+21.5%
+53.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +10.4% | -2.3% | +12.6% | +11.8% |
| 30D | +0.6% | +0.8% | -0.2% | -0.2% |
| 3M | +4.1% | -2.7% | +6.8% | +5.5% |
| 6M | +15.1% | -4.3% | +19.4% | +18.0% |
| YTD | -4.7% | -4.3% | -0.4% | -2.3% |
| 1Y | +20.4% | -4.4% | +24.7% | +23.6% |
| 3Y | -23.4% | +13.8% | -37.2% | -28.3% |
| 5Y | -43.3% | -17.0% | -26.3% | -39.0% |
| All | +74.6% | +21.5% | +53.1% | +101.0% |
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 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