+172.0%
CVX vs VCLT
-16.3%
+188.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.0% | 0.0% | +0.9% | +1.0% |
| 30D | +10.7% | +0.1% | +10.5% | +10.6% |
| 3M | +15.5% | -2.9% | +18.4% | +15.6% |
| 6M | +14.9% | -4.0% | +18.8% | +15.2% |
| YTD | +44.2% | -2.2% | +46.5% | +44.3% |
| 1Y | +43.5% | -2.6% | +46.1% | +43.6% |
| 3Y | +45.0% | +12.3% | +32.7% | +43.2% |
| All | +172.0% | -16.3% | +188.3% | +150.4% |
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 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