+1,323.2%
CRS vs VCLT
+17.1%
+1,306.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -6.8% | -1.4% | -5.4% | -5.8% |
| 30D | -16.1% | -1.2% | -15.0% | -15.4% |
| 3M | -21.2% | -4.8% | -16.4% | -18.2% |
| 6M | +8.7% | -2.6% | +11.3% | +11.2% |
| YTD | +41.0% | -3.3% | +44.3% | +45.1% |
| 1Y | +82.7% | -4.8% | +87.5% | +89.9% |
| 3Y | +604.8% | +11.5% | +593.3% | +547.2% |
| 5Y | +1,384.7% | -17.0% | +1,401.7% | +1,607.6% |
| All | +1,323.2% | +17.1% | +1,306.1% | +1,426.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling