+59.0%
CVE vs VCLT
+101.1%
-42.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -16.1% | +0.3% | -16.4% | -16.2% |
| 30D | -10.4% | +3.7% | -14.0% | -10.7% |
| 3M | -2.4% | -1.5% | -0.9% | -2.2% |
| 6M | -4.4% | -3.8% | -0.6% | -4.1% |
| YTD | +64.9% | -3.1% | +68.1% | +65.3% |
| 1Y | +66.0% | -3.8% | +69.8% | +66.5% |
| 3Y | +57.7% | +16.7% | +40.9% | +53.6% |
| 5Y | +144.7% | -17.4% | +162.2% | +148.5% |
| 10Y | +139.2% | +17.5% | +121.7% | +157.9% |
| All | +59.0% | +101.1% | -42.1% | +166.1% |
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 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