+410.2%
CRL vs VT
+363.9%
+46.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -8.8% |
| 7D | -12.8% | -0.3% | -12.4% | -12.6% |
| 30D | +5.0% | -1.4% | +6.4% | +6.4% |
| 3M | +39.4% | -1.4% | +40.8% | +41.2% |
| 6M | +89.4% | +5.5% | +83.9% | +79.9% |
| YTD | +63.6% | +12.8% | +50.7% | +46.7% |
| 1Y | +83.5% | +15.4% | +68.0% | +61.2% |
| 3Y | +79.4% | +76.9% | +2.5% | +10.1% |
| 5Y | -14.0% | +60.4% | -74.4% | -41.6% |
| 10Y | +378.5% | +232.8% | +145.7% | +90.2% |
| All | +410.2% | +363.9% | +46.3% | +34.2% |
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