+368.9%
CRL vs VT
+223.7%
+145.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +1.4% |
| 7D | +4.4% | +0.4% | +4.0% | +3.7% |
| 30D | +17.1% | -2.6% | +19.7% | +21.0% |
| 3M | +32.1% | -3.2% | +35.3% | +37.8% |
| 6M | +98.9% | +0.9% | +98.0% | +95.8% |
| YTD | +77.1% | +11.3% | +65.8% | +54.3% |
| 1Y | +110.3% | +14.0% | +96.3% | +77.8% |
| 3Y | +108.5% | +75.8% | +32.7% | +4.7% |
| 5Y | -7.9% | +57.8% | -65.7% | -46.5% |
| 10Y | +368.9% | +219.8% | +149.1% | +34.8% |
| All | +368.9% | +223.7% | +145.2% | +34.8% |
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