+444.2%
V vs CRL
+400.8%
+43.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -1.4% |
| 7D | -0.8% | +4.4% | -5.2% | -2.3% |
| 30D | +9.5% | +17.1% | -7.6% | +4.0% |
| 3M | +16.7% | +32.1% | -15.4% | +6.8% |
| 6M | +32.9% | +98.9% | -66.0% | +7.1% |
| YTD | +21.1% | +77.1% | -56.0% | -0.4% |
| 1Y | +26.6% | +110.3% | -83.6% | -1.5% |
| 3Y | +78.4% | +108.5% | -30.1% | +27.9% |
| 5Y | +105.5% | -7.9% | +113.3% | +99.1% |
| 10Y | +444.2% | +368.9% | +75.3% | +156.1% |
| All | +444.2% | +400.8% | +43.4% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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