+64.0%
CRL vs VLTO
+54.1%
+9.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | -16.8% | +12.0% | -28.8% | -23.1% |
| 30D | +2.6% | +20.8% | -18.2% | -10.1% |
| 3M | +20.1% | +20.1% | -0.1% | +5.5% |
| 6M | +68.8% | +32.6% | +36.2% | +38.0% |
| YTD | +56.9% | +17.3% | +39.6% | +39.7% |
| 1Y | +86.7% | +17.3% | +69.4% | +65.8% |
| 3Y | +72.1% | +66.9% | +5.2% | +32.1% |
| All | +64.0% | +54.1% | +9.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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