-9.6%
CNH vs VCLT
-17.9%
+8.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.8% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | +7.6% | +2.3% | +5.4% | +6.4% |
| 3M | +17.0% | -1.1% | +18.0% | +17.6% |
| 6M | +12.9% | -4.2% | +17.1% | +15.6% |
| YTD | +34.3% | -3.4% | +37.6% | +37.0% |
| 1Y | +28.5% | -3.8% | +32.3% | +31.4% |
| 3Y | +31.9% | +14.7% | +17.1% | +25.6% |
| 5Y | -9.6% | -16.7% | +7.1% | -18.2% |
| All | -9.6% | -17.9% | +8.2% | -18.2% |
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