+2,672.1%
CLS vs VCLT
+98.6%
+2,573.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +16.3% | -2.3% | +18.5% | +17.2% |
| 30D | -25.7% | +0.8% | -26.4% | -26.0% |
| 3M | -30.9% | -2.7% | -28.2% | -30.3% |
| 6M | -35.5% | -4.3% | -31.2% | -34.4% |
| YTD | -18.7% | -4.3% | -14.4% | -17.3% |
| 1Y | -17.9% | -4.4% | -13.5% | -16.4% |
| 3Y | +838.1% | +13.8% | +824.3% | +805.3% |
| 5Y | +1,971.9% | -17.0% | +1,988.9% | +2,020.0% |
| 10Y | +1,907.9% | +20.9% | +1,886.9% | +2,156.1% |
| All | +2,672.1% | +98.6% | +2,573.5% | +4,756.3% |
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