+37.5%
CVX vs VCLT
-0.4%
+37.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.2% |
| 7D | +3.3% | -0.5% | +3.8% | +2.8% |
| 30D | +12.9% | -0.9% | +13.7% | +12.0% |
| 3M | +11.7% | -3.2% | +15.0% | +8.9% |
| 6M | +14.1% | -3.8% | +18.0% | +11.9% |
| YTD | +40.7% | -2.0% | +42.7% | +38.5% |
| 1Y | +37.5% | -0.8% | +38.3% | +37.2% |
| All | +37.5% | -0.4% | +37.9% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling