-86.5%
CRDF vs VT
+57.0%
-143.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.5% |
| 7D | -8.7% | +2.4% | -11.1% | -12.5% |
| 30D | -24.7% | -1.5% | -23.2% | -22.3% |
| 3M | -25.5% | -4.1% | -21.4% | -20.1% |
| 6M | -56.8% | +0.6% | -57.4% | -57.4% |
| YTD | -74.0% | +11.0% | -85.1% | -78.4% |
| 1Y | -66.0% | +13.3% | -79.4% | -72.7% |
| 3Y | -29.1% | +73.4% | -102.5% | -71.4% |
| All | -86.5% | +57.0% | -143.6% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling