+86.0%
CHRW vs VCLT
+12.2%
+73.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +0.9% | -0.6% | +1.5% | +1.1% |
| 3M | -19.9% | -2.2% | -17.6% | -19.4% |
| 6M | -15.8% | -2.9% | -12.9% | -15.1% |
| YTD | -5.6% | -2.1% | -3.5% | -5.1% |
| 1Y | +21.0% | -2.6% | +23.6% | +21.7% |
| 3Y | +86.0% | +12.5% | +73.5% | +74.9% |
| All | +86.0% | +12.2% | +73.8% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling