+543.8%
CRL vs VEU
+192.1%
+351.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -1.0% | +1.1% | -2.2% | -1.8% |
| 30D | +10.7% | +2.2% | +8.5% | +8.9% |
| 3M | +55.3% | +3.0% | +52.3% | +51.5% |
| 6M | +60.7% | +10.9% | +49.8% | +48.3% |
| YTD | +44.6% | +18.2% | +26.4% | +27.3% |
| 1Y | +77.7% | +28.3% | +49.5% | +47.5% |
| 3Y | +37.6% | +74.6% | -37.0% | -7.6% |
| 5Y | -35.8% | +56.4% | -92.2% | -53.0% |
| 10Y | +241.7% | +153.0% | +88.7% | +88.2% |
| All | +543.8% | +192.1% | +351.7% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling