+86.6%
CVE vs VCLT
+103.4%
-16.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +16.7% | -0.9% | +17.6% | +16.8% |
| 3M | +9.3% | -3.2% | +12.5% | +9.6% |
| 6M | +43.6% | -3.8% | +47.4% | +44.1% |
| YTD | +93.6% | -2.0% | +95.6% | +93.8% |
| 1Y | +98.8% | -0.8% | +99.6% | +98.6% |
| 3Y | +73.6% | +12.3% | +61.3% | +70.1% |
| 5Y | +312.5% | -15.4% | +327.9% | +317.5% |
| 10Y | +161.0% | +15.7% | +145.3% | +176.0% |
| All | +86.6% | +103.4% | -16.8% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling