+31.9%
CNH vs VCLT
+14.6%
+17.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.4% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +7.6% | +2.3% | +5.4% | +5.6% |
| 3M | +17.0% | -1.1% | +18.0% | +17.9% |
| 6M | +12.9% | -4.2% | +17.1% | +17.4% |
| YTD | +34.3% | -3.4% | +37.6% | +38.7% |
| 1Y | +28.5% | -3.8% | +32.3% | +33.3% |
| 3Y | +31.9% | +14.7% | +17.1% | +15.8% |
| All | +31.9% | +14.6% | +17.3% | +15.8% |
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