+40.0%
CVS vs VCLT
+17.1%
+23.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | -1.4% | -0.8% | -2.0% |
| 30D | -0.1% | -1.2% | +1.1% | 0.0% |
| 3M | -5.2% | -4.8% | -0.4% | -4.7% |
| 6M | +26.9% | -2.6% | +29.5% | +27.2% |
| YTD | +22.1% | -3.3% | +25.4% | +22.5% |
| 1Y | +30.8% | -4.8% | +35.6% | +31.4% |
| 3Y | +54.4% | +11.5% | +42.9% | +52.3% |
| 5Y | +33.4% | -17.0% | +50.3% | +33.7% |
| All | +40.0% | +17.1% | +23.0% | +37.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling