+34.2%
CVS vs VCLT
-17.3%
+51.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | +1.9% | -1.1% | +3.0% | +2.0% |
| 3M | -2.2% | -3.7% | +1.5% | -1.8% |
| 6M | +26.7% | -4.0% | +30.7% | +27.3% |
| YTD | +22.9% | -3.4% | +26.3% | +23.4% |
| 1Y | +32.9% | -4.1% | +37.1% | +33.6% |
| 3Y | +62.3% | +11.0% | +51.3% | +59.6% |
| 5Y | +34.2% | -17.0% | +51.2% | +22.9% |
| All | +34.2% | -17.3% | +51.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling