+148.6%
CVE vs VCLT
+21.5%
+127.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +5.9% | -2.3% | +8.2% | +6.9% |
| 30D | -10.9% | +0.8% | -11.6% | -11.2% |
| 3M | -4.5% | -2.7% | -1.8% | -3.7% |
| 6M | -1.0% | -4.3% | +3.3% | +0.4% |
| YTD | +74.7% | -4.3% | +79.1% | +76.9% |
| 1Y | +65.8% | -4.4% | +70.2% | +67.8% |
| 3Y | +73.2% | +13.8% | +59.4% | +59.2% |
| 5Y | +155.6% | -17.0% | +172.6% | +184.3% |
| All | +148.6% | +21.5% | +127.0% | +162.9% |
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