+209.4%
VSAT vs CRL
+42.4%
+167.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.6% |
| 7D | +11.8% | -1.0% | +12.8% | +12.2% |
| 30D | -7.0% | +10.7% | -17.7% | -10.1% |
| 3M | +3.3% | +55.3% | -52.0% | -11.8% |
| 6M | +57.4% | +60.7% | -3.2% | +31.2% |
| YTD | +118.6% | +44.6% | +73.9% | +88.8% |
| 1Y | +150.2% | +77.7% | +72.5% | +100.5% |
| All | +209.4% | +42.4% | +167.0% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling