-10.2%
CLX vs VCLT
+16.1%
-26.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +13.6% | +0.2% | +13.4% | +13.5% |
| 30D | +29.1% | +2.8% | +26.2% | +27.4% |
| 3M | +1.6% | -0.5% | +2.1% | +1.9% |
| 6M | +18.7% | -3.7% | +22.4% | +20.7% |
| YTD | +11.1% | -2.9% | +14.0% | +12.5% |
| 1Y | +7.0% | -3.3% | +10.3% | +8.6% |
| All | -10.2% | +16.1% | -26.3% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling