-36.8%
CLX vs VCLT
-15.5%
-21.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -15.8% | +0.1% | -15.9% | -15.8% |
| 3M | -7.9% | -2.9% | -5.1% | -6.9% |
| 6M | -19.0% | -4.0% | -15.1% | -17.8% |
| YTD | -7.9% | -2.2% | -5.7% | -7.1% |
| 1Y | -25.4% | -2.6% | -22.8% | -24.6% |
| 3Y | -35.0% | +12.3% | -47.3% | -37.7% |
| 5Y | -36.8% | -16.4% | -20.4% | -34.5% |
| All | -36.8% | -15.5% | -21.2% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling