+2,072.9%
VGT vs CRL
+751.3%
+1,321.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | -9.5% | +11.9% | -21.4% | -13.2% |
| 3M | -9.5% | +20.2% | -29.7% | -15.6% |
| 6M | -1.8% | +107.5% | -109.3% | -25.0% |
| YTD | +18.4% | +69.4% | -51.0% | -4.5% |
| 1Y | +18.7% | +99.7% | -81.0% | -9.8% |
| 3Y | +103.8% | +98.8% | +5.0% | +43.6% |
| 5Y | +104.4% | -12.4% | +116.8% | +89.9% |
| 10Y | +716.9% | +352.9% | +364.0% | +299.8% |
| All | +2,072.9% | +751.3% | +1,321.6% | +647.8% |
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