+1,033.0%
CP vs VCLT
+102.7%
+930.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.8% | +1.2% | +1.5% | +2.6% |
| 30D | +11.3% | +3.4% | +8.0% | +10.8% |
| 3M | +2.9% | -0.9% | +3.7% | +3.0% |
| 6M | +9.8% | -3.1% | +12.9% | +10.2% |
| YTD | +28.5% | -2.4% | +30.9% | +28.9% |
| 1Y | +33.5% | -2.7% | +36.2% | +34.0% |
| 3Y | +31.9% | +16.9% | +15.1% | +30.4% |
| 5Y | +25.5% | -17.0% | +42.5% | +22.8% |
| 10Y | +257.6% | +22.1% | +235.5% | +281.3% |
| All | +1,033.0% | +102.7% | +930.3% | +1,568.3% |
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