+1,029.8%
CP vs VCLT
+102.1%
+927.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +9.6% | +2.8% | +6.9% | +9.2% |
| 3M | +2.2% | -0.4% | +2.6% | +2.3% |
| 6M | +11.1% | -3.1% | +14.2% | +11.6% |
| YTD | +28.2% | -2.7% | +30.8% | +28.6% |
| 1Y | +32.2% | -3.7% | +35.8% | +32.8% |
| 3Y | +35.5% | +15.6% | +20.0% | +34.1% |
| 5Y | +26.8% | -15.8% | +42.5% | +24.2% |
| 10Y | +256.9% | +23.0% | +233.9% | +282.5% |
| All | +1,029.8% | +102.1% | +927.8% | +1,564.5% |
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