+52.5%
V vs CRL
+37.9%
+14.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +1.9% | +5.0% | -3.1% | +1.3% |
| 3M | +15.5% | +50.6% | -35.1% | +10.0% |
| 6M | +16.6% | +60.9% | -44.3% | +9.7% |
| YTD | +5.7% | +40.7% | -35.0% | +1.0% |
| 1Y | +8.6% | +73.3% | -64.8% | +0.5% |
| 3Y | +52.5% | +40.6% | +11.9% | +41.9% |
| All | +52.5% | +37.9% | +14.6% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling