+129.9%
CHRW vs VCLT
+21.5%
+108.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +7.3% | -2.3% | +9.5% | +7.7% |
| 30D | -3.6% | +0.8% | -4.3% | -3.7% |
| 3M | -9.6% | -2.7% | -6.9% | -9.2% |
| 6M | -17.0% | -4.3% | -12.7% | -16.4% |
| YTD | -15.4% | -4.3% | -11.1% | -14.8% |
| 1Y | -10.0% | -4.4% | -5.6% | -9.3% |
| 3Y | +82.2% | +13.8% | +68.4% | +78.6% |
| 5Y | +59.4% | -17.0% | +76.3% | +58.4% |
| All | +129.9% | +21.5% | +108.4% | +129.4% |
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 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