+59.9%
CVE vs VCLT
+101.2%
-41.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -14.1% | +0.3% | -14.4% | -14.1% |
| 30D | -11.6% | +3.6% | -15.2% | -12.0% |
| 3M | 0.0% | -1.9% | +1.9% | +0.2% |
| 6M | -8.4% | -3.2% | -5.2% | -8.1% |
| YTD | +65.9% | -3.1% | +69.0% | +66.3% |
| 1Y | +69.4% | -3.1% | +72.5% | +69.8% |
| 3Y | +55.9% | +15.9% | +40.0% | +52.0% |
| 5Y | +146.2% | -17.4% | +163.5% | +150.0% |
| 10Y | +140.6% | +17.6% | +123.0% | +159.4% |
| All | +59.9% | +101.2% | -41.3% | +167.6% |
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