+152.3%
VRSN vs CRL
+1,657.4%
-1,505.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.2% | +5.0% | -6.3% | -2.8% |
| 30D | +3.8% | +13.5% | -9.8% | -0.7% |
| 3M | +9.5% | +21.5% | -12.0% | +2.4% |
| 6M | +10.3% | +103.4% | -93.2% | -12.5% |
| YTD | +30.5% | +71.8% | -41.3% | +7.1% |
| 1Y | +27.9% | +97.5% | -69.6% | +0.4% |
| 3Y | +54.3% | +99.2% | -45.0% | +11.7% |
| 5Y | +37.2% | -12.1% | +49.3% | +26.3% |
| 10Y | +293.1% | +359.2% | -66.1% | +98.6% |
| All | +152.3% | +1,657.4% | -1,505.1% | -9.5% |
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 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