+130.1%
CVE vs VCLT
+20.2%
+109.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.1% | +1.2% | -11.3% | -10.5% |
| 30D | -12.1% | +3.4% | -15.5% | -13.4% |
| 3M | -1.9% | -0.9% | -1.0% | -1.7% |
| 6M | -1.8% | -3.1% | +1.3% | -0.8% |
| YTD | +65.8% | -2.4% | +68.1% | +66.5% |
| 1Y | +60.8% | -2.7% | +63.5% | +61.8% |
| 3Y | +70.1% | +16.9% | +53.3% | +54.7% |
| 5Y | +134.8% | -17.0% | +151.8% | +163.5% |
| 10Y | +130.1% | +22.1% | +108.0% | +137.4% |
| All | +130.1% | +20.2% | +109.9% | +137.4% |
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 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