+95.2%
CNC vs VCLT
+17.1%
+78.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -1.4% | +0.4% | -0.6% |
| 30D | -1.0% | -1.2% | +0.2% | -0.7% |
| 3M | +4.5% | -4.8% | +9.3% | +5.8% |
| 6M | +85.2% | -2.6% | +87.8% | +86.2% |
| YTD | +61.4% | -3.3% | +64.8% | +62.8% |
| 1Y | +94.9% | -4.8% | +99.7% | +97.2% |
| 3Y | 0.0% | +11.5% | -11.5% | -2.7% |
| 5Y | +11.2% | -17.0% | +28.2% | +15.1% |
| All | +95.2% | +17.1% | +78.2% | +71.7% |
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