+13.2%
CNH vs VCLT
-15.5%
+28.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +32.6% | +0.1% | +32.5% | +32.5% |
| 3M | +29.4% | -2.9% | +32.3% | +31.4% |
| 6M | +26.0% | -4.0% | +29.9% | +28.6% |
| YTD | +52.2% | -2.2% | +54.5% | +54.2% |
| 1Y | +23.9% | -2.6% | +26.5% | +25.7% |
| 3Y | +10.1% | +12.3% | -2.2% | +5.7% |
| 5Y | +13.2% | -16.4% | +29.5% | +1.9% |
| All | +13.2% | -15.5% | +28.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling