+124.4%
VGT vs CRL
+38.7%
+85.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +1.5% | -4.6% | +6.1% | +2.4% |
| 30D | +0.5% | +0.5% | 0.0% | +0.4% |
| 3M | +5.3% | +46.6% | -41.4% | -2.9% |
| 6M | +32.4% | +57.3% | -24.8% | +19.5% |
| YTD | +28.6% | +39.5% | -10.9% | +18.7% |
| 1Y | +37.6% | +76.9% | -39.2% | +20.1% |
| All | +124.4% | +38.7% | +85.8% | +98.5% |
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