+132.3%
CMS vs VCLT
+20.2%
+112.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -0.9% | +1.2% | -2.2% | -1.5% |
| 30D | +7.1% | +3.4% | +3.7% | +5.5% |
| 3M | -1.3% | -0.9% | -0.4% | -0.9% |
| 6M | -2.7% | -3.1% | +0.5% | -1.3% |
| YTD | +2.6% | -2.4% | +5.0% | +3.7% |
| 1Y | -2.0% | -2.7% | +0.6% | -0.9% |
| 3Y | +39.6% | +16.9% | +22.8% | +29.7% |
| 5Y | +35.3% | -17.0% | +52.3% | +44.0% |
| 10Y | +132.3% | +22.1% | +110.2% | +99.1% |
| All | +132.3% | +20.2% | +112.1% | +99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling