+71.6%
CRH vs VCLT
+11.4%
+60.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -1.4% | -4.7% | -4.9% |
| 30D | -9.3% | -1.2% | -8.1% | -8.3% |
| 3M | -15.2% | -4.8% | -10.4% | -11.4% |
| 6M | -14.2% | -2.6% | -11.6% | -11.9% |
| YTD | -28.3% | -3.3% | -24.9% | -25.9% |
| 1Y | -21.8% | -4.8% | -17.0% | -18.2% |
| 3Y | +71.6% | +11.5% | +60.1% | +57.5% |
| All | +71.6% | +11.4% | +60.3% | +57.5% |
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