+46.9%
CVX vs VCLT
-4.7%
+51.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.2% |
| 7D | +3.4% | -2.3% | +5.7% | +1.2% |
| 30D | -1.0% | +0.8% | -1.7% | -0.2% |
| 3M | +12.2% | -2.7% | +14.9% | +8.9% |
| 6M | +20.3% | -4.3% | +24.6% | +15.5% |
| YTD | +48.3% | -4.3% | +52.6% | +41.6% |
| 1Y | +46.9% | -4.4% | +51.3% | +40.4% |
| All | +46.9% | -4.7% | +51.6% | +40.4% |
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