+51.1%
CRL vs VLTO
+27.2%
+23.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.5% |
| 7D | -1.0% | -2.3% | +1.3% | +0.6% |
| 30D | +10.7% | -0.9% | +11.5% | +11.3% |
| 3M | +55.3% | +13.8% | +41.5% | +41.4% |
| 6M | +60.7% | +2.0% | +58.6% | +58.0% |
| YTD | +44.6% | -3.2% | +47.8% | +47.4% |
| 1Y | +77.7% | -9.2% | +86.9% | +89.7% |
| All | +51.1% | +27.2% | +23.9% | +33.1% |
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