-3.3%
CLX vs VCLT
+17.0%
-20.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | -5.9% | -1.3% | -4.6% | -5.5% |
| 30D | -17.0% | -1.1% | -15.9% | -16.8% |
| 3M | -9.6% | -3.7% | -5.9% | -8.7% |
| 6M | -21.5% | -4.0% | -17.5% | -20.7% |
| YTD | -8.8% | -3.4% | -5.4% | -8.0% |
| 1Y | -24.7% | -4.1% | -20.5% | -23.9% |
| 3Y | -35.6% | +11.0% | -46.6% | -37.1% |
| 5Y | -37.6% | -17.0% | -20.6% | -36.6% |
| All | -3.3% | +17.0% | -20.3% | -8.5% |
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 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