+176.2%
VSAT vs CRL
+1,630.9%
-1,454.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.8% | -0.1% | +5.0% |
| 7D | -17.0% | -6.1% | -10.9% | -14.9% |
| 30D | -9.8% | +12.4% | -22.2% | -12.9% |
| 3M | -22.0% | +27.1% | -49.1% | -28.0% |
| 6M | -5.0% | +85.7% | -90.7% | -24.0% |
| YTD | +85.6% | +69.2% | +16.4% | +51.6% |
| 1Y | +80.2% | +97.5% | -17.3% | +39.7% |
| 3Y | +250.0% | +86.1% | +163.9% | +163.3% |
| 5Y | -4.6% | -10.0% | +5.5% | -11.0% |
| 10Y | -7.2% | +395.0% | -402.2% | -51.7% |
| All | +176.2% | +1,630.9% | -1,454.7% | +6.1% |
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