-25.2%
CRL vs VSXY
+37.4%
-62.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | -1.0% | -14.0% | +13.0% | +1.1% |
| 30D | +10.7% | -15.9% | +26.6% | +13.3% |
| 3M | +55.3% | +3.4% | +51.9% | +53.4% |
| 6M | +60.7% | +25.9% | +34.7% | +49.8% |
| YTD | +44.6% | +39.5% | +5.1% | +32.1% |
| 1Y | +77.7% | +194.4% | -116.6% | +40.5% |
| 3Y | +37.6% | +281.4% | -243.8% | -3.7% |
| 5Y | -35.8% | +12.8% | -48.6% | -47.2% |
| All | -25.2% | +37.4% | -62.6% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling