+345.3%
CRL vs VT
+214.8%
+130.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | +1.1% |
| 7D | -16.8% | -4.2% | -12.6% | -12.3% |
| 30D | +2.6% | -5.8% | +8.4% | +10.6% |
| 3M | +20.1% | -5.2% | +25.3% | +28.5% |
| 6M | +68.8% | +0.1% | +68.7% | +67.4% |
| YTD | +56.9% | +8.2% | +48.7% | +41.5% |
| 1Y | +86.7% | +10.1% | +76.5% | +64.7% |
| 3Y | +72.1% | +69.7% | +2.4% | -9.7% |
| 5Y | -16.6% | +53.4% | -70.0% | -49.8% |
| All | +345.3% | +214.8% | +130.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling