+83.5%
CRL vs VYM
+21.8%
+61.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -8.8% |
| 7D | -12.8% | +1.2% | -13.9% | -14.1% |
| 30D | +5.0% | +5.2% | -0.2% | -1.9% |
| 3M | +39.4% | +0.5% | +38.8% | +38.5% |
| 6M | +89.4% | +7.7% | +81.6% | +70.2% |
| YTD | +63.6% | +17.2% | +46.4% | +26.8% |
| 1Y | +83.5% | +21.7% | +61.8% | +32.9% |
| All | +83.5% | +21.8% | +61.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling