+58.1%
CVE vs VCLT
-3.4%
+61.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +3.0% |
| 7D | +0.1% | -0.6% | +0.6% | -0.7% |
| 30D | -10.8% | +2.8% | -13.6% | -7.5% |
| 3M | -4.3% | -0.4% | -4.0% | -4.5% |
| 6M | -1.5% | -3.1% | +1.6% | -4.0% |
| YTD | +70.7% | -2.7% | +73.4% | +67.0% |
| 1Y | +58.1% | -3.7% | +61.8% | +55.0% |
| All | +58.1% | -3.4% | +61.5% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling