+15.5%
CNI vs VCLT
-17.2%
+32.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -1.4% | +1.0% | +0.2% |
| 30D | -2.7% | -1.2% | -1.5% | -2.2% |
| 3M | +3.9% | -4.8% | +8.7% | +6.1% |
| 6M | +16.4% | -2.6% | +18.9% | +17.6% |
| YTD | +25.8% | -3.3% | +29.1% | +27.6% |
| 1Y | +32.4% | -4.8% | +37.2% | +35.1% |
| 3Y | +19.1% | +11.5% | +7.6% | +13.7% |
| All | +15.5% | -17.2% | +32.7% | +12.7% |
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