+127.6%
CLF vs VCLT
+16.9%
+110.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.2% | +0.1% | -3.3% | -3.3% |
| 3M | -5.0% | -2.9% | -2.1% | -3.3% |
| 6M | +26.6% | -4.0% | +30.6% | +29.9% |
| YTD | -9.0% | -2.2% | -6.7% | -7.6% |
| 1Y | +11.8% | -2.6% | +14.4% | +14.0% |
| 3Y | -15.1% | +12.3% | -27.4% | -19.8% |
| 5Y | -48.2% | -16.4% | -31.8% | -44.9% |
| 10Y | +127.6% | +18.1% | +109.5% | +163.7% |
| All | +127.6% | +16.9% | +110.6% | +163.7% |
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