+1,001.3%
CP vs VCLT
+103.4%
+897.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +0.2% | -0.9% | +1.0% | +0.3% |
| 3M | +2.6% | -3.2% | +5.8% | +3.0% |
| 6M | +6.0% | -3.8% | +9.8% | +6.5% |
| YTD | +24.9% | -2.0% | +27.0% | +25.3% |
| 1Y | +20.1% | -0.8% | +20.9% | +20.3% |
| 3Y | +16.4% | +12.3% | +4.1% | +15.3% |
| 5Y | +31.7% | -15.4% | +47.1% | +28.9% |
| 10Y | +223.9% | +15.7% | +208.1% | +236.7% |
| All | +1,001.3% | +103.4% | +897.9% | +1,520.9% |
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