+158.3%
VEA vs CRL
+566.0%
-407.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +0.2% | +11.9% | -11.7% | -3.6% |
| 3M | -5.3% | +20.2% | -25.5% | -11.0% |
| 6M | -0.9% | +107.5% | -108.5% | -21.4% |
| YTD | +12.2% | +69.4% | -57.2% | -6.8% |
| 1Y | +16.1% | +99.7% | -83.6% | -8.4% |
| 3Y | +73.0% | +98.8% | -25.8% | +26.9% |
| 5Y | +53.7% | -12.4% | +66.1% | +43.9% |
| 10Y | +159.3% | +352.9% | -193.6% | +21.2% |
| All | +158.3% | +566.0% | -407.7% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling