-51.4%
VG vs CRL
+101.0%
-152.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -1.0% |
| 7D | -22.0% | -6.1% | -16.0% | -21.3% |
| 30D | -11.6% | +12.4% | -24.0% | -12.6% |
| 3M | -14.9% | +27.1% | -42.0% | -17.2% |
| 6M | -3.5% | +85.7% | -89.3% | -11.6% |
| YTD | +70.0% | +69.2% | +0.8% | +56.8% |
| 1Y | +50.0% | +97.5% | -47.5% | +31.3% |
| All | -51.4% | +101.0% | -152.4% | -63.2% |
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