+68.0%
CNH vs VCLT
+53.3%
+14.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +23.3% | -0.5% | +23.8% | +23.5% |
| 30D | +33.5% | -0.9% | +34.3% | +33.8% |
| 3M | +32.7% | -3.2% | +36.0% | +34.3% |
| 6M | +22.2% | -3.8% | +26.0% | +23.9% |
| YTD | +57.7% | -2.0% | +59.7% | +59.0% |
| 1Y | +28.0% | -0.8% | +28.8% | +28.6% |
| 3Y | +11.5% | +12.3% | -0.7% | +8.0% |
| 5Y | +11.9% | -15.4% | +27.3% | +14.2% |
| 10Y | +162.8% | +15.7% | +147.0% | +169.0% |
| All | +68.0% | +53.3% | +14.7% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling