+55.6%
VFC vs CRL
+85.3%
-29.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.3% | +11.7% | +6.3% |
| 7D | +21.5% | -12.8% | +34.2% | +25.7% |
| 30D | +46.7% | +5.0% | +41.7% | +42.8% |
| 3M | +38.4% | +39.4% | -1.0% | +21.2% |
| 6M | +15.2% | +89.4% | -74.1% | -10.6% |
| YTD | +17.8% | +63.6% | -45.8% | -4.2% |
| 1Y | +55.6% | +83.5% | -27.9% | +21.4% |
| All | +55.6% | +85.3% | -29.8% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling