+177.7%
CHRW vs VCLT
+17.0%
+160.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +4.4% | -1.3% | +5.6% | +4.6% |
| 30D | +5.5% | -1.1% | +6.6% | +5.7% |
| 3M | -17.3% | -3.7% | -13.6% | -16.8% |
| 6M | -12.7% | -4.0% | -8.6% | -12.1% |
| YTD | -4.1% | -3.4% | -0.7% | -3.6% |
| 1Y | +21.2% | -4.1% | +25.4% | +22.0% |
| 3Y | +88.9% | +11.0% | +77.9% | +85.7% |
| 5Y | +93.1% | -17.0% | +110.1% | +91.7% |
| All | +177.7% | +17.0% | +160.6% | +180.4% |
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