+2,267.4%
VGT vs CRL
+626.7%
+1,640.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +1.3% | +10.7% | -9.4% | -2.3% |
| 3M | -1.1% | +55.3% | -56.4% | -15.8% |
| 6M | +32.6% | +60.7% | -28.0% | +10.2% |
| YTD | +29.0% | +44.6% | -15.6% | +10.5% |
| 1Y | +39.7% | +77.7% | -38.1% | +10.2% |
| 3Y | +120.9% | +37.6% | +83.3% | +78.3% |
| 5Y | +133.6% | -35.8% | +169.4% | +143.1% |
| 10Y | +792.6% | +241.7% | +550.8% | +382.2% |
| All | +2,267.4% | +626.7% | +1,640.7% | +765.3% |
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 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