+435.4%
CRH vs VCLT
+100.6%
+334.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -1.4% | -4.7% | -5.7% |
| 30D | -9.3% | -1.2% | -8.1% | -9.0% |
| 3M | -15.2% | -4.8% | -10.4% | -14.1% |
| 6M | -14.2% | -2.6% | -11.6% | -13.5% |
| YTD | -28.3% | -3.3% | -24.9% | -27.5% |
| 1Y | -21.8% | -4.8% | -17.0% | -20.7% |
| 3Y | +71.6% | +11.5% | +60.1% | +68.6% |
| 5Y | +96.6% | -17.0% | +113.6% | +93.3% |
| 10Y | +253.8% | +16.7% | +237.1% | +283.5% |
| All | +435.4% | +100.6% | +334.7% | +901.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling