-34.0%
CLF vs VCLT
+16.8%
-50.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -19.6% | +0.3% | -19.8% | -19.8% |
| 30D | -5.0% | +3.7% | -8.6% | -8.3% |
| 3M | -6.3% | -1.0% | -5.3% | -5.7% |
| 6M | +2.8% | -3.4% | +6.1% | +6.1% |
| YTD | -13.7% | -2.6% | -11.1% | -11.5% |
| 1Y | +13.6% | -3.3% | +16.9% | +17.1% |
| 3Y | -34.0% | +17.3% | -51.3% | -39.9% |
| All | -34.0% | +16.8% | -50.8% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling