-37.2%
CRL vs VSXY
+19.3%
-56.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | -4.6% | -10.7% | +6.1% | -3.0% |
| 30D | +0.5% | -24.3% | +24.7% | +4.8% |
| 3M | +46.6% | +1.0% | +45.6% | +45.3% |
| 6M | +57.3% | +57.4% | -0.1% | +40.3% |
| YTD | +39.5% | +39.8% | -0.2% | +26.7% |
| 1Y | +76.9% | +196.5% | -119.6% | +37.5% |
| 3Y | +39.4% | +357.2% | -317.9% | -9.1% |
| 5Y | -37.2% | +18.9% | -56.1% | -42.7% |
| All | -37.2% | +19.3% | -56.5% | -42.7% |
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