+740.6%
CRL vs VO
+797.8%
-57.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +8.0% | +8.0% |
| 7D | -6.1% | -2.6% | -3.5% | -3.9% |
| 30D | +12.4% | -0.9% | +13.3% | +13.4% |
| 3M | +27.1% | -3.0% | +30.1% | +30.8% |
| 6M | +85.7% | +2.2% | +83.5% | +82.3% |
| YTD | +69.2% | +10.6% | +58.6% | +55.7% |
| 1Y | +97.5% | +12.5% | +85.0% | +79.2% |
| 3Y | +86.1% | +61.4% | +24.7% | +27.2% |
| 5Y | -10.0% | +33.4% | -43.5% | -26.7% |
| 10Y | +395.0% | +201.5% | +193.4% | +122.0% |
| All | +740.6% | +797.8% | -57.1% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling