+94.1%
CRH vs VCLT
-17.2%
+111.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -1.4% | -4.7% | -5.1% |
| 30D | -9.3% | -1.2% | -8.1% | -8.4% |
| 3M | -15.2% | -4.8% | -10.4% | -12.0% |
| 6M | -14.2% | -2.6% | -11.6% | -12.2% |
| YTD | -28.3% | -3.3% | -24.9% | -26.2% |
| 1Y | -21.8% | -4.8% | -17.0% | -18.7% |
| 3Y | +71.6% | +11.5% | +60.1% | +59.9% |
| All | +94.1% | -17.2% | +111.3% | +92.3% |
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