+66.4%
CME vs VCLT
+14.4%
+52.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.7% |
| 7D | +3.9% | -2.3% | +6.2% | +3.7% |
| 30D | +11.3% | +0.8% | +10.6% | +11.4% |
| 3M | +19.6% | -2.7% | +22.2% | +19.2% |
| 6M | +8.1% | -4.3% | +12.4% | +7.6% |
| YTD | +20.4% | -4.3% | +24.7% | +19.8% |
| 1Y | +16.5% | -4.4% | +20.9% | +16.0% |
| 3Y | +66.4% | +13.8% | +52.7% | +78.3% |
| All | +66.4% | +14.4% | +52.0% | +78.3% |
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 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