+945.8%
CRL vs VCLT
+99.5%
+846.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | +8.9% | -1.9% | +10.8% | +9.7% |
| 30D | +14.0% | +1.4% | +12.5% | +13.3% |
| 3M | +19.8% | -1.8% | +21.6% | +20.6% |
| 6M | +102.0% | -3.9% | +105.9% | +105.2% |
| YTD | +70.8% | -3.9% | +74.8% | +73.7% |
| 1Y | +98.7% | -4.7% | +103.4% | +102.7% |
| 3Y | +98.2% | +14.1% | +84.1% | +93.1% |
| 5Y | -11.7% | -16.6% | +4.9% | -10.6% |
| 10Y | +356.7% | +21.4% | +335.2% | +399.5% |
| All | +945.8% | +99.5% | +846.3% | +1,354.7% |
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 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