-37.2%
CRL vs VEU
+56.2%
-93.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | 0.0% |
| 7D | -4.6% | +0.3% | -4.9% | -4.9% |
| 30D | +0.5% | +0.7% | -0.2% | -0.2% |
| 3M | +46.6% | +4.7% | +41.9% | +38.4% |
| 6M | +57.3% | +11.6% | +45.6% | +36.8% |
| YTD | +39.5% | +16.8% | +22.7% | +14.4% |
| 1Y | +76.9% | +24.9% | +52.0% | +33.9% |
| 3Y | +39.4% | +75.7% | -36.4% | -30.2% |
| 5Y | -37.2% | +56.1% | -93.3% | -65.1% |
| All | -37.2% | +56.2% | -93.3% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling