-9.7%
CRL vs VO
+32.6%
-42.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +8.0% | +8.0% |
| 7D | -6.1% | -2.6% | -3.5% | -2.9% |
| 30D | +12.4% | -0.9% | +13.3% | +13.8% |
| 3M | +27.1% | -3.0% | +30.1% | +32.5% |
| 6M | +85.7% | +2.2% | +83.5% | +80.1% |
| YTD | +69.2% | +10.6% | +58.6% | +48.3% |
| 1Y | +97.5% | +12.5% | +85.0% | +69.3% |
| 3Y | +86.1% | +61.4% | +24.7% | +4.0% |
| All | -9.7% | +32.6% | -42.4% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling