+134.6%
VRSN vs CRL
+1,379.5%
-1,244.8%
-98.0%
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% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -0.2% | +10.7% | -10.8% | -3.2% |
| 3M | -0.3% | +55.3% | -55.6% | -13.2% |
| 6M | +23.0% | +60.7% | -37.7% | +4.3% |
| YTD | +21.3% | +44.6% | -23.3% | +5.7% |
| 1Y | +6.7% | +77.7% | -71.0% | -13.5% |
| 3Y | +45.0% | +37.6% | +7.3% | +18.5% |
| 5Y | +35.0% | -35.8% | +70.9% | +37.8% |
| 10Y | +276.3% | +241.7% | +34.6% | +109.4% |
| All | +134.6% | +1,379.5% | -1,244.8% | -10.7% |
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