+161.8%
CRF vs VT
+217.6%
-55.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | +2.7% | -0.1% | +2.9% | +2.9% |
| 30D | -1.6% | -3.1% | +1.4% | +1.2% |
| 3M | -12.2% | -3.5% | -8.7% | -9.3% |
| 6M | -9.2% | +0.5% | -9.6% | -9.7% |
| YTD | -11.5% | +10.8% | -22.3% | -19.7% |
| 1Y | -9.5% | +11.9% | -21.4% | -18.7% |
| 3Y | +46.5% | +73.0% | -26.4% | -12.2% |
| 5Y | +10.4% | +58.6% | -48.2% | -28.8% |
| 10Y | +161.8% | +219.2% | -57.4% | -7.2% |
| All | +161.8% | +217.6% | -55.8% | -7.2% |
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