+256.2%
CRC vs VT
+112.9%
+143.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | -15.3% | -2.3% | -13.0% | -13.4% |
| 30D | -9.8% | -5.0% | -4.8% | -5.4% |
| 3M | -10.0% | -4.9% | -5.1% | -5.9% |
| 6M | -22.5% | -1.5% | -21.0% | -22.2% |
| YTD | +7.2% | +8.5% | -1.2% | -4.4% |
| 1Y | +4.8% | +11.4% | -6.5% | -9.5% |
| 3Y | +1.1% | +70.1% | -69.0% | -44.5% |
| 5Y | +16.6% | +53.7% | -37.1% | -27.4% |
| All | +256.2% | +112.9% | +143.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling