+51.8%
VG vs CRL
+85.3%
-33.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -7.3% | -0.4% | -8.4% |
| 7D | -16.4% | -12.8% | -3.6% | -17.9% |
| 30D | -10.8% | +5.0% | -15.8% | -9.2% |
| 3M | -6.3% | +39.4% | -45.7% | +1.5% |
| 6M | -12.5% | +89.4% | -101.9% | +1.0% |
| YTD | +76.9% | +63.6% | +13.3% | +94.5% |
| 1Y | +51.8% | +83.5% | -31.7% | +70.3% |
| All | +51.8% | +85.3% | -33.6% | +70.3% |
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