+143.5%
CVE vs VCLT
+21.2%
+122.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +0.1% | -0.6% | +0.6% | +0.3% |
| 30D | -10.8% | +2.3% | -13.1% | -11.7% |
| 3M | -4.3% | -0.9% | -3.4% | -4.1% |
| 6M | -1.5% | -3.6% | +2.1% | -0.3% |
| YTD | +70.7% | -3.2% | +73.9% | +72.1% |
| 1Y | +58.1% | -4.2% | +62.3% | +60.1% |
| 3Y | +69.8% | +15.0% | +54.9% | +55.6% |
| 5Y | +148.9% | -16.2% | +165.1% | +176.3% |
| 10Y | +143.5% | +22.4% | +121.2% | +155.0% |
| All | +143.5% | +21.2% | +122.3% | +155.0% |
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