+507.8%
CNI vs VCLT
+102.9%
+404.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +0.9% | 0.0% | +0.8% | +0.9% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | +1.8% | -2.9% | +4.7% | +2.1% |
| 6M | +14.8% | -4.0% | +18.8% | +15.3% |
| YTD | +25.4% | -2.2% | +27.6% | +25.7% |
| 1Y | +32.9% | -2.6% | +35.5% | +33.3% |
| 3Y | +20.2% | +12.3% | +7.9% | +19.2% |
| 5Y | +12.2% | -16.4% | +28.5% | +9.2% |
| 10Y | +136.0% | +18.1% | +117.9% | +146.6% |
| All | +507.8% | +102.9% | +404.8% | +764.4% |
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