+94.7%
CRF vs VT
+374.2%
-279.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | -8.4% | +1.0% | -9.4% | -9.0% |
| 3M | -6.1% | +2.4% | -8.5% | -7.9% |
| 6M | -2.5% | +12.0% | -14.5% | -10.6% |
| YTD | -8.3% | +15.3% | -23.6% | -17.8% |
| 1Y | -1.6% | +22.6% | -24.2% | -15.8% |
| 3Y | +36.4% | +74.7% | -38.3% | -10.5% |
| 5Y | +27.6% | +66.1% | -38.6% | -13.8% |
| 10Y | +163.1% | +225.0% | -61.9% | +10.6% |
| All | +94.7% | +374.2% | -279.5% | -41.3% |
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 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