+102.0%
CRL vs VCLT
-3.9%
+106.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | +0.6% |
| 7D | +8.9% | -1.9% | +10.8% | +10.8% |
| 30D | +14.0% | +1.4% | +12.5% | +11.7% |
| 3M | +19.8% | -1.8% | +21.6% | +23.6% |
| 6M | +102.0% | -3.9% | +105.9% | +120.4% |
| All | +102.0% | -3.9% | +106.0% | +120.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling