-11.7%
CRL vs VSXY
+106.2%
-117.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.2% |
| 7D | +8.9% | -1.6% | +10.5% | +9.2% |
| 30D | +14.0% | +17.8% | -3.8% | +10.8% |
| 3M | +19.8% | +12.5% | +7.4% | +16.8% |
| 6M | +102.0% | +124.7% | -22.7% | +69.4% |
| YTD | +70.8% | +93.2% | -22.3% | +46.4% |
| 1Y | +98.7% | +195.6% | -96.9% | +55.6% |
| 3Y | +98.2% | +434.6% | -336.5% | +26.4% |
| 5Y | -11.7% | +103.3% | -115.0% | -31.7% |
| All | -11.7% | +106.2% | -117.9% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling