-65.4%
CLF vs VCLT
+102.7%
-168.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.9% |
| 7D | -14.1% | +1.2% | -15.3% | -14.3% |
| 30D | -5.5% | +3.4% | -8.9% | -6.3% |
| 3M | 0.0% | -0.9% | +0.9% | +0.1% |
| 6M | +11.3% | -3.1% | +14.4% | +12.0% |
| YTD | -7.7% | -2.4% | -5.3% | -7.2% |
| 1Y | +17.5% | -2.7% | +20.2% | +18.2% |
| 3Y | -25.4% | +16.9% | -42.3% | -26.6% |
| 5Y | -46.0% | -17.0% | -29.0% | -47.8% |
| 10Y | +80.1% | +22.1% | +58.0% | +103.1% |
| All | -65.4% | +102.7% | -168.2% | -28.5% |
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