+785.2%
CRL vs VCLT
+103.4%
+681.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +10.7% | -0.9% | +11.5% | +11.0% |
| 3M | +55.3% | -3.2% | +58.5% | +57.3% |
| 6M | +60.7% | -3.8% | +64.5% | +63.3% |
| YTD | +44.6% | -2.0% | +46.6% | +46.0% |
| 1Y | +77.7% | -0.8% | +78.6% | +78.8% |
| 3Y | +37.6% | +12.3% | +25.3% | +34.3% |
| 5Y | -35.8% | -15.4% | -20.4% | -35.5% |
| 10Y | +241.7% | +15.7% | +226.0% | +261.1% |
| All | +785.2% | +103.4% | +681.8% | +1,122.7% |
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