+21.0%
VRT vs CRL
+97.0%
-75.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | +18.6% | +8.9% | +9.7% | +16.9% |
| 30D | -11.7% | +14.0% | -25.6% | -11.4% |
| 3M | -27.3% | +19.8% | -47.1% | -27.1% |
| 6M | -42.9% | +102.0% | -144.9% | -41.9% |
| YTD | +29.5% | +70.8% | -41.4% | +30.9% |
| 1Y | +21.0% | +98.7% | -77.7% | +18.5% |
| All | +21.0% | +97.0% | -75.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling