-37.0%
CRL vs VIG
+63.6%
-100.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.5% |
| 7D | -0.6% | -0.4% | -0.2% | +0.1% |
| 30D | +5.0% | -2.1% | +7.0% | +8.5% |
| 3M | +50.6% | +3.3% | +47.2% | +43.4% |
| 6M | +60.9% | +9.3% | +51.7% | +40.8% |
| YTD | +40.7% | +10.1% | +30.6% | +22.1% |
| 1Y | +73.3% | +14.7% | +58.6% | +41.8% |
| 3Y | +40.6% | +56.9% | -16.4% | -24.0% |
| 5Y | -37.0% | +62.9% | -99.9% | -67.0% |
| All | -37.0% | +63.6% | -100.6% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling