-29.2%
CRL vs VSXY
+33.4%
-62.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | -6.9% | -0.3% | -6.6% | -6.9% |
| 30D | -3.2% | -22.1% | +18.9% | +0.3% |
| 3M | +46.5% | -1.1% | +47.7% | +45.8% |
| 6M | +63.1% | +53.8% | +9.3% | +46.8% |
| YTD | +36.9% | +35.5% | +1.4% | +25.5% |
| 1Y | +78.1% | +186.0% | -107.9% | +41.4% |
| 3Y | +36.7% | +343.2% | -306.5% | -7.2% |
| 5Y | -38.1% | +19.0% | -57.1% | -49.0% |
| All | -29.2% | +33.4% | -62.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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