+354.8%
CVS vs VCLT
+103.4%
+251.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | -0.5% | +4.5% | +3.9% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | +2.7% | -3.2% | +5.9% | +2.6% |
| 6M | +21.9% | -3.8% | +25.7% | +21.8% |
| YTD | +24.7% | -2.0% | +26.8% | +24.7% |
| 1Y | +35.4% | -0.8% | +36.3% | +35.5% |
| 3Y | +65.2% | +12.3% | +52.9% | +65.8% |
| 5Y | +30.5% | -15.4% | +46.0% | +27.2% |
| 10Y | +40.4% | +15.7% | +24.6% | +45.6% |
| All | +354.8% | +103.4% | +251.4% | +525.7% |
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 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