+350.3%
CRL vs VCLT
+21.5%
+328.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.1% | -2.3% | +2.4% | +1.7% |
| 30D | +11.9% | +0.8% | +11.2% | +11.2% |
| 3M | +20.2% | -2.7% | +22.8% | +22.3% |
| 6M | +107.5% | -4.3% | +111.8% | +114.0% |
| YTD | +69.4% | -4.3% | +73.7% | +74.9% |
| 1Y | +99.7% | -4.4% | +104.1% | +106.3% |
| 3Y | +98.8% | +13.8% | +85.0% | +87.2% |
| 5Y | -12.4% | -17.0% | +4.5% | -4.3% |
| All | +350.3% | +21.5% | +328.7% | +385.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling