+68.5%
VG vs CRL
+99.6%
-31.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.0% |
| 7D | +14.0% | +0.1% | +13.8% | +14.0% |
| 30D | -1.0% | +11.9% | -12.9% | +1.6% |
| 3M | -2.7% | +20.2% | -22.9% | +1.6% |
| 6M | +1.5% | +107.5% | -106.1% | +17.8% |
| YTD | +93.7% | +69.4% | +24.3% | +111.3% |
| 1Y | +68.5% | +99.7% | -31.2% | +88.1% |
| All | +68.5% | +99.6% | -31.0% | +88.1% |
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