+580.6%
CRL vs VYM
+492.8%
+87.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +10.7% | -0.5% | +11.2% | +11.2% |
| 3M | +55.3% | +3.0% | +52.3% | +51.2% |
| 6M | +60.7% | +8.2% | +52.4% | +49.6% |
| YTD | +44.6% | +15.8% | +28.8% | +26.7% |
| 1Y | +77.7% | +20.8% | +56.9% | +50.1% |
| 3Y | +37.6% | +65.3% | -27.6% | -9.4% |
| 5Y | -35.8% | +76.6% | -112.4% | -59.5% |
| 10Y | +241.7% | +203.9% | +37.8% | +42.0% |
| All | +580.6% | +492.8% | +87.8% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling