+351.1%
CRL vs VT
+374.2%
-23.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | +0.4% | -1.5% | -1.4% |
| 30D | +10.7% | +1.0% | +9.7% | +9.7% |
| 3M | +55.3% | +2.4% | +52.9% | +51.7% |
| 6M | +60.7% | +12.0% | +48.6% | +44.7% |
| YTD | +44.6% | +15.3% | +29.3% | +27.1% |
| 1Y | +77.7% | +22.6% | +55.2% | +48.0% |
| 3Y | +37.6% | +74.7% | -37.0% | -14.6% |
| 5Y | -35.8% | +66.1% | -102.0% | -57.8% |
| 10Y | +241.7% | +225.0% | +16.7% | +37.4% |
| All | +351.1% | +374.2% | -23.1% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling