+247.0%
CRL vs VYM
+209.2%
+37.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.1% |
| 7D | -3.5% | -0.8% | -2.8% | -2.6% |
| 30D | -2.1% | -2.2% | +0.1% | +0.6% |
| 3M | +48.0% | +3.1% | +44.9% | +42.9% |
| 6M | +64.7% | +9.7% | +55.0% | +47.6% |
| YTD | +39.5% | +14.9% | +24.6% | +18.5% |
| 1Y | +74.2% | +17.6% | +56.6% | +44.4% |
| 3Y | +39.4% | +65.3% | -25.9% | -18.9% |
| 5Y | -36.9% | +78.7% | -115.6% | -65.8% |
| All | +247.0% | +209.2% | +37.9% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling