+81.0%
CRF vs VT
+346.0%
-265.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -0.7% | -2.3% | +1.6% | +1.1% |
| 30D | -4.6% | -5.0% | +0.3% | -0.9% |
| 3M | -14.8% | -4.9% | -9.9% | -11.5% |
| 6M | -13.0% | -1.5% | -11.4% | -12.1% |
| YTD | -14.7% | +8.5% | -23.2% | -19.9% |
| 1Y | -12.1% | +11.4% | -23.4% | -19.1% |
| 3Y | +43.2% | +70.1% | -26.9% | -4.1% |
| 5Y | +6.7% | +53.7% | -47.0% | -23.5% |
| 10Y | +167.4% | +220.0% | -52.5% | +14.4% |
| All | +81.0% | +346.0% | -265.0% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling