+219.2%
CVX vs VCLT
+17.1%
+202.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -1.4% | +4.0% | +3.0% |
| 30D | +9.8% | -1.2% | +11.0% | +10.1% |
| 3M | +16.2% | -4.8% | +21.0% | +17.5% |
| 6M | +13.6% | -2.6% | +16.2% | +14.1% |
| YTD | +44.4% | -3.3% | +47.7% | +45.3% |
| 1Y | +40.6% | -4.8% | +45.4% | +42.0% |
| 3Y | +48.2% | +11.5% | +36.7% | +42.5% |
| 5Y | +172.3% | -17.0% | +189.2% | +188.8% |
| All | +219.2% | +17.1% | +202.1% | +220.6% |
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