+562.3%
CRL vs VYM
+490.3%
+72.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +5.0% | -1.3% | +6.2% | +6.2% |
| 3M | +50.6% | +4.1% | +46.5% | +45.3% |
| 6M | +60.9% | +9.8% | +51.1% | +47.9% |
| YTD | +40.7% | +15.3% | +25.4% | +23.8% |
| 1Y | +73.3% | +20.0% | +53.3% | +47.3% |
| 3Y | +40.6% | +66.2% | -25.7% | -7.9% |
| 5Y | -37.0% | +77.5% | -114.5% | -60.4% |
| 10Y | +244.3% | +201.7% | +42.6% | +44.0% |
| All | +562.3% | +490.3% | +72.1% | +54.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling