+359.2%
CRL vs VIG
+264.3%
+94.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.9% |
| 7D | +5.0% | -0.3% | +5.4% | +5.5% |
| 30D | +13.5% | +4.9% | +8.6% | +6.3% |
| 3M | +21.5% | +2.9% | +18.6% | +16.7% |
| 6M | +103.4% | +11.2% | +92.2% | +76.5% |
| YTD | +71.8% | +16.0% | +55.8% | +41.7% |
| 1Y | +97.5% | +17.0% | +80.6% | +61.4% |
| 3Y | +99.2% | +66.9% | +32.4% | +7.0% |
| 5Y | -12.1% | +65.8% | -78.0% | -51.8% |
| 10Y | +359.2% | +263.6% | +95.6% | +18.9% |
| All | +359.2% | +264.3% | +94.9% | +18.9% |
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