-10.8%
CRL vs VCLT
-17.9%
+7.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.2% |
| 7D | -1.7% | +0.2% | -2.0% | -2.0% |
| 30D | +14.6% | +2.3% | +12.3% | +12.1% |
| 3M | +24.8% | -1.1% | +25.9% | +25.9% |
| 6M | +94.7% | -4.2% | +98.9% | +102.7% |
| YTD | +73.4% | -3.4% | +76.7% | +79.3% |
| 1Y | +104.7% | -3.8% | +108.4% | +112.6% |
| 3Y | +101.1% | +14.7% | +86.4% | +84.8% |
| 5Y | -10.8% | -16.7% | +5.9% | +0.6% |
| All | -10.8% | -17.9% | +7.1% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling