+93.0%
CHRW vs VCLT
-15.5%
+108.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.1% | 0.0% | +4.0% | +4.1% |
| 30D | +1.9% | +0.1% | +1.8% | +1.9% |
| 3M | -21.2% | -2.9% | -18.3% | -20.5% |
| 6M | -16.7% | -4.0% | -12.7% | -15.7% |
| YTD | -5.4% | -2.2% | -3.1% | -4.8% |
| 1Y | +21.2% | -2.6% | +23.8% | +22.0% |
| 3Y | +86.5% | +12.3% | +74.2% | +79.2% |
| 5Y | +93.0% | -16.4% | +109.4% | +92.6% |
| All | +93.0% | -15.5% | +108.6% | +92.6% |
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