+3,502.7%
CLS vs VCLT
+103.4%
+3,399.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | -13.9% | -0.9% | -13.0% | -13.6% |
| 3M | -26.6% | -3.2% | -23.3% | -25.6% |
| 6M | +15.4% | -3.8% | +19.2% | +17.3% |
| YTD | +5.7% | -2.0% | +7.7% | +6.7% |
| 1Y | +41.1% | -0.8% | +41.9% | +42.1% |
| 3Y | +1,228.6% | +12.3% | +1,216.3% | +1,185.6% |
| 5Y | +3,240.6% | -15.4% | +3,256.0% | +3,297.4% |
| 10Y | +2,760.3% | +15.7% | +2,744.6% | +2,958.1% |
| All | +3,502.7% | +103.4% | +3,399.2% | +6,166.1% |
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