+60.4%
CVS vs VCLT
+21.5%
+38.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +6.6% | -2.3% | +8.8% | +6.8% |
| 30D | -0.4% | +0.8% | -1.2% | -0.6% |
| 3M | -5.3% | -2.7% | -2.6% | -5.0% |
| 6M | -7.7% | -4.3% | -3.4% | -7.3% |
| YTD | +16.0% | -4.3% | +20.4% | +16.5% |
| 1Y | +16.2% | -4.4% | +20.6% | +16.7% |
| 3Y | +47.6% | +13.8% | +33.8% | +45.2% |
| 5Y | +12.3% | -17.0% | +29.3% | +12.6% |
| All | +60.4% | +21.5% | +38.9% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling