-33.6%
CLX vs VCLT
+12.2%
-45.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -3.5% | +0.3% | -3.9% | -3.7% |
| 30D | -11.9% | -0.6% | -11.3% | -11.7% |
| 3M | -2.6% | -2.2% | -0.4% | -1.7% |
| 6M | -18.2% | -2.9% | -15.3% | -17.2% |
| YTD | -5.9% | -2.1% | -3.8% | -5.1% |
| 1Y | -23.8% | -2.6% | -21.2% | -23.0% |
| 3Y | -33.6% | +12.5% | -46.1% | -38.0% |
| All | -33.6% | +12.2% | -45.8% | -38.0% |
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