+385.1%
V vs CRL
+251.0%
+134.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | +2.0% | +10.7% | -8.7% | -1.0% |
| 3M | +17.4% | +55.3% | -37.9% | +2.8% |
| 6M | +17.5% | +60.7% | -43.2% | +0.6% |
| YTD | +7.6% | +44.6% | -37.0% | -5.5% |
| 1Y | +7.7% | +77.7% | -70.0% | -12.0% |
| 3Y | +54.7% | +37.6% | +17.0% | +28.4% |
| 5Y | +73.0% | -35.8% | +108.9% | +91.4% |
| All | +385.1% | +251.0% | +134.1% | +143.3% |
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