+165.9%
CVE vs VCLT
+14.8%
+151.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +16.7% | -0.9% | +17.6% | +17.1% |
| 3M | +9.3% | -3.2% | +12.5% | +10.6% |
| 6M | +43.6% | -3.8% | +47.4% | +45.4% |
| YTD | +93.6% | -2.0% | +95.6% | +94.4% |
| 1Y | +98.8% | -0.8% | +99.6% | +98.1% |
| 3Y | +73.6% | +12.3% | +61.3% | +61.5% |
| 5Y | +312.5% | -15.4% | +327.9% | +354.8% |
| All | +165.9% | +14.8% | +151.1% | +183.1% |
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