-37.2%
CRL vs VCLT
-15.5%
-21.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +46.6% | -2.9% | +49.5% | +50.7% |
| 6M | +57.3% | -4.0% | +61.2% | +63.6% |
| YTD | +39.5% | -2.2% | +41.8% | +42.9% |
| 1Y | +76.9% | -2.6% | +79.5% | +81.9% |
| 3Y | +39.4% | +12.3% | +27.1% | +29.8% |
| 5Y | -37.2% | -16.4% | -20.8% | -31.7% |
| All | -37.2% | -15.5% | -21.6% | -31.7% |
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