+39.4%
CRL vs VSXY
+353.1%
-313.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.4% |
| 7D | -4.6% | -10.7% | +6.1% | -3.4% |
| 30D | +0.5% | -24.3% | +24.7% | +3.9% |
| 3M | +46.6% | +1.0% | +45.6% | +45.5% |
| 6M | +57.3% | +57.4% | -0.1% | +43.0% |
| YTD | +39.5% | +39.8% | -0.2% | +29.0% |
| 1Y | +76.9% | +196.5% | -119.6% | +42.9% |
| All | +39.4% | +353.1% | -313.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling