+11.5%
CLF vs VCLT
-2.4%
+13.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +6.5% | +0.3% | +6.2% | +5.9% |
| 30D | +0.2% | -0.6% | +0.8% | +1.4% |
| 3M | -3.1% | -2.2% | -0.8% | +1.7% |
| 6M | +25.0% | -2.9% | +27.9% | +33.0% |
| YTD | -7.5% | -2.1% | -5.4% | -4.5% |
| 1Y | +11.5% | -2.6% | +14.1% | +22.7% |
| All | +11.5% | -2.4% | +13.9% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling