+157.0%
CLX vs VCLT
+103.4%
+53.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -9.2% | -0.5% | -8.7% | -9.2% |
| 30D | -11.0% | -0.9% | -10.2% | -10.9% |
| 3M | +5.0% | -3.2% | +8.3% | +5.5% |
| 6M | -18.8% | -3.8% | -15.0% | -18.4% |
| YTD | -4.4% | -2.0% | -2.4% | -4.1% |
| 1Y | -21.9% | -0.8% | -21.0% | -21.7% |
| 3Y | -32.8% | +12.3% | -45.0% | -33.7% |
| 5Y | -34.6% | -15.4% | -19.1% | -34.9% |
| 10Y | -4.7% | +15.7% | -20.4% | -3.6% |
| All | +157.0% | +103.4% | +53.6% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling