+1,390.2%
CPAY vs VCLT
+90.2%
+1,300.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +1.3% | +0.1% | +1.2% | +1.3% |
| 3M | +13.5% | -2.9% | +16.4% | +14.4% |
| 6M | +24.7% | -4.0% | +28.7% | +26.1% |
| YTD | +34.9% | -2.2% | +37.2% | +35.8% |
| 1Y | +29.7% | -2.6% | +32.3% | +30.7% |
| 3Y | +49.4% | +12.3% | +37.1% | +45.8% |
| 5Y | +53.5% | -16.4% | +69.8% | +52.6% |
| 10Y | +152.5% | +18.1% | +134.4% | +160.6% |
| All | +1,390.2% | +90.2% | +1,300.0% | +1,598.3% |
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