+31.8%
CLX vs VCLT
+21.5%
+10.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +9.5% | -2.3% | +11.8% | +10.2% |
| 30D | +30.7% | +0.8% | +29.9% | +30.5% |
| 3M | +4.2% | -2.7% | +6.9% | +5.0% |
| 6M | +22.1% | -4.3% | +26.4% | +23.6% |
| YTD | +14.1% | -4.3% | +18.4% | +15.4% |
| 1Y | +10.3% | -4.4% | +14.7% | +11.7% |
| 3Y | -7.8% | +13.8% | -21.6% | -10.3% |
| 5Y | -20.8% | -17.0% | -3.9% | -19.4% |
| All | +31.8% | +21.5% | +10.2% | +21.7% |
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