+77.3%
VEA vs CRL
+39.9%
+37.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | +1.9% | -0.6% | +2.4% | +1.9% |
| 30D | +0.8% | +5.0% | -4.2% | +0.1% |
| 3M | +5.7% | +50.6% | -44.9% | +0.1% |
| 6M | +13.3% | +60.9% | -47.6% | +5.9% |
| YTD | +18.4% | +40.7% | -22.3% | +12.3% |
| 1Y | +27.0% | +73.3% | -46.4% | +16.9% |
| All | +77.3% | +39.9% | +37.4% | +64.4% |
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