+253.4%
CRL vs VO
+193.0%
+60.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | +0.1% |
| 7D | -4.6% | -0.6% | -4.0% | -3.9% |
| 30D | +0.5% | -1.9% | +2.4% | +2.9% |
| 3M | +46.6% | +3.3% | +43.4% | +40.9% |
| 6M | +57.3% | +9.7% | +47.6% | +40.8% |
| YTD | +39.5% | +12.6% | +26.9% | +21.4% |
| 1Y | +76.9% | +13.6% | +63.2% | +52.6% |
| 3Y | +39.4% | +56.8% | -17.5% | -15.2% |
| 5Y | -37.2% | +42.3% | -79.4% | -56.9% |
| 10Y | +253.4% | +199.2% | +54.2% | +3.4% |
| All | +253.4% | +193.0% | +60.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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