-38.1%
CRL vs VYM
+75.8%
-113.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.1% |
| 7D | -6.9% | -1.9% | -5.1% | -4.3% |
| 30D | -3.2% | -2.6% | -0.6% | +0.6% |
| 3M | +46.5% | +3.6% | +43.0% | +39.2% |
| 6M | +63.1% | +8.7% | +54.4% | +44.1% |
| YTD | +36.9% | +14.1% | +22.7% | +12.6% |
| 1Y | +78.1% | +17.8% | +60.3% | +40.3% |
| 3Y | +36.7% | +64.5% | -27.8% | -29.7% |
| 5Y | -38.1% | +77.5% | -115.6% | -69.4% |
| All | -38.1% | +75.8% | -113.9% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling