+3,542.1%
CLS vs VCLT
-15.1%
+3,557.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.7% |
| 7D | +12.8% | +0.3% | +12.5% | +12.5% |
| 30D | +3.8% | -0.6% | +4.4% | +4.3% |
| 3M | -14.6% | -2.2% | -12.4% | -13.0% |
| 6M | +32.2% | -2.9% | +35.1% | +35.8% |
| YTD | +11.6% | -2.1% | +13.7% | +14.0% |
| 1Y | +35.1% | -2.6% | +37.6% | +38.6% |
| 3Y | +1,312.5% | +12.5% | +1,300.0% | +1,208.2% |
| 5Y | +3,542.1% | -15.3% | +3,557.3% | +4,056.0% |
| All | +3,542.1% | -15.1% | +3,557.2% | +4,056.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling