-12.4%
CRL vs VSXY
+93.0%
-105.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +0.1% | -1.7% | +1.9% | +0.4% |
| 30D | +11.9% | +20.1% | -8.2% | +8.6% |
| 3M | +20.2% | +16.6% | +3.6% | +16.6% |
| 6M | +107.5% | +134.9% | -27.4% | +74.6% |
| YTD | +69.4% | +96.0% | -26.6% | +46.3% |
| 1Y | +99.7% | +203.8% | -104.0% | +58.4% |
| 3Y | +98.8% | +465.3% | -366.6% | +30.9% |
| 5Y | -12.4% | +106.3% | -118.7% | -32.9% |
| All | -12.4% | +93.0% | -105.4% | -33.1% |
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