+484.0%
V vs CRL
+350.3%
+133.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +9.0% | +11.9% | -2.9% | +4.8% |
| 3M | +16.7% | +20.2% | -3.4% | +9.7% |
| 6M | +33.4% | +107.5% | -74.1% | +6.1% |
| YTD | +22.4% | +69.4% | -47.1% | +1.8% |
| 1Y | +27.7% | +99.7% | -72.1% | +0.8% |
| 3Y | +78.0% | +98.8% | -20.8% | +29.3% |
| 5Y | +108.5% | -12.4% | +120.9% | +105.1% |
| All | +484.0% | +350.3% | +133.7% | +176.8% |
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