+158.9%
CRF vs VT
+221.4%
-62.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | +0.8% | +1.0% | -0.2% | -0.1% |
| 30D | -9.8% | -0.2% | -9.5% | -9.5% |
| 3M | -6.9% | +4.5% | -11.4% | -10.6% |
| 6M | -2.4% | +14.1% | -16.4% | -13.5% |
| YTD | -9.3% | +14.8% | -24.1% | -20.2% |
| 1Y | -2.7% | +21.2% | -23.9% | -18.6% |
| 3Y | +34.3% | +76.6% | -42.3% | -20.6% |
| 5Y | +24.6% | +66.6% | -42.0% | -22.9% |
| 10Y | +158.9% | +222.3% | -63.3% | -8.5% |
| All | +158.9% | +221.4% | -62.5% | -8.5% |
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