+664.8%
CRL vs VEU
+176.7%
+488.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | +5.0% | -0.5% | +5.5% | +5.5% |
| 30D | +13.5% | -1.0% | +14.5% | +14.4% |
| 3M | +21.5% | -3.6% | +25.1% | +25.0% |
| 6M | +103.4% | -1.2% | +104.6% | +104.5% |
| YTD | +71.8% | +12.0% | +59.8% | +57.4% |
| 1Y | +97.5% | +13.9% | +83.6% | +78.9% |
| 3Y | +99.2% | +71.3% | +28.0% | +35.7% |
| 5Y | -12.1% | +50.3% | -62.4% | -33.6% |
| 10Y | +359.2% | +150.3% | +208.9% | +156.9% |
| All | +664.8% | +176.7% | +488.0% | +258.3% |
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