+240.5%
CRL vs VIG
+247.5%
-7.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.3% |
| 7D | -6.9% | -2.2% | -4.7% | -4.1% |
| 30D | -3.2% | -3.2% | 0.0% | +1.1% |
| 3M | +46.5% | +3.0% | +43.5% | +41.1% |
| 6M | +63.1% | +8.1% | +55.0% | +47.5% |
| YTD | +36.9% | +9.1% | +27.8% | +22.8% |
| 1Y | +78.1% | +12.6% | +65.5% | +53.9% |
| 3Y | +36.7% | +55.4% | -18.7% | -19.2% |
| 5Y | -38.1% | +62.8% | -100.9% | -65.0% |
| All | +240.5% | +247.5% | -7.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling