+31.5%
CP vs VCLT
-15.1%
+46.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -0.5% | -0.6% | 0.0% | -0.3% |
| 3M | +1.4% | -2.2% | +3.7% | +2.4% |
| 6M | +10.3% | -2.9% | +13.2% | +11.7% |
| YTD | +24.3% | -2.1% | +26.4% | +25.4% |
| 1Y | +20.4% | -2.6% | +23.0% | +21.8% |
| 3Y | +21.8% | +12.5% | +9.3% | +16.8% |
| 5Y | +31.5% | -15.3% | +46.8% | +19.2% |
| All | +31.5% | -15.1% | +46.6% | +19.2% |
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 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