+2,953.7%
CLS vs VCLT
+17.0%
+2,936.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.6% |
| 7D | +5.0% | -1.3% | +6.2% | +6.0% |
| 30D | +4.8% | -1.1% | +5.9% | +5.7% |
| 3M | -10.4% | -3.7% | -6.7% | -7.6% |
| 6M | +20.8% | -4.0% | +24.8% | +25.2% |
| YTD | +10.0% | -3.4% | +13.4% | +13.5% |
| 1Y | +28.5% | -4.1% | +32.7% | +33.5% |
| 3Y | +1,292.2% | +11.0% | +1,281.2% | +1,194.4% |
| 5Y | +3,616.8% | -17.0% | +3,633.8% | +4,142.3% |
| All | +2,953.7% | +17.0% | +2,936.7% | +3,148.6% |
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