+164.9%
CRF vs VT
+223.7%
-58.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.0% |
| 30D | -1.8% | -2.6% | +0.8% | +0.6% |
| 3M | -12.1% | -3.2% | -8.9% | -9.4% |
| 6M | -9.3% | +0.9% | -10.3% | -10.3% |
| YTD | -11.6% | +11.3% | -22.9% | -20.1% |
| 1Y | -8.4% | +14.0% | -22.4% | -19.1% |
| 3Y | +46.7% | +75.8% | -29.1% | -13.4% |
| 5Y | +8.3% | +57.8% | -49.6% | -29.8% |
| 10Y | +164.9% | +219.8% | -54.9% | -5.4% |
| All | +164.9% | +223.7% | -58.8% | -5.4% |
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