+420.1%
CORZ vs VCLT
+5.0%
+415.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +8.4% | -0.5% | +8.9% | +9.1% |
| 30D | -17.8% | -0.9% | -17.0% | -16.8% |
| 3M | -35.9% | -3.2% | -32.7% | -33.0% |
| 6M | +12.9% | -3.8% | +16.8% | +18.8% |
| YTD | +22.9% | -2.0% | +24.9% | +26.6% |
| 1Y | +31.4% | -0.8% | +32.2% | +33.1% |
| All | +420.1% | +5.0% | +415.1% | +393.8% |
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