+645.1%
CRL vs VIG
+655.9%
-10.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.7% |
| 7D | +5.0% | -0.3% | +5.4% | +5.4% |
| 30D | +13.5% | +4.9% | +8.6% | +7.7% |
| 3M | +21.5% | +2.9% | +18.6% | +17.7% |
| 6M | +103.4% | +11.2% | +92.2% | +81.7% |
| YTD | +71.8% | +16.0% | +55.8% | +47.5% |
| 1Y | +97.5% | +17.0% | +80.6% | +68.4% |
| 3Y | +99.2% | +66.9% | +32.4% | +21.5% |
| 5Y | -12.1% | +65.8% | -78.0% | -45.2% |
| 10Y | +359.2% | +263.6% | +95.6% | +43.8% |
| All | +645.1% | +655.9% | -10.7% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling