+39.6%
CNH vs VCLT
+50.3%
-10.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.7% |
| 7D | +6.4% | -1.9% | +8.3% | +7.2% |
| 30D | -1.6% | +1.4% | -3.1% | -2.1% |
| 3M | +11.6% | -1.8% | +13.3% | +12.3% |
| 6M | +12.5% | -3.9% | +16.4% | +14.3% |
| YTD | +31.1% | -3.9% | +35.0% | +33.2% |
| 1Y | +17.0% | -4.7% | +21.7% | +19.2% |
| 3Y | +28.7% | +14.1% | +14.7% | +24.5% |
| 5Y | -17.4% | -16.6% | -0.8% | -15.1% |
| 10Y | +105.0% | +21.4% | +83.5% | +116.9% |
| All | +39.6% | +50.3% | -10.7% | +55.2% |
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 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