-39.3%
VG vs CRL
+71.8%
-111.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.2% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | +16.0% | +10.7% | +5.4% | +14.5% |
| 3M | +9.7% | +55.3% | -45.6% | +2.6% |
| 6M | +29.6% | +60.7% | -31.1% | +19.2% |
| YTD | +112.0% | +44.6% | +67.4% | +98.8% |
| 1Y | +12.8% | +77.7% | -64.9% | -1.1% |
| All | -39.3% | +71.8% | -111.2% | -53.4% |
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 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