+11.4%
VT vs CRL
+101.2%
-89.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.6% | -0.6% |
| 7D | -2.3% | -6.1% | +3.8% | -1.8% |
| 30D | -5.0% | +12.4% | -17.3% | -6.3% |
| 3M | -4.9% | +27.1% | -32.0% | -7.6% |
| 6M | -1.5% | +85.7% | -87.3% | -8.7% |
| YTD | +8.5% | +69.2% | -60.7% | +0.9% |
| 1Y | +11.4% | +97.5% | -86.1% | +0.5% |
| All | +11.4% | +101.2% | -89.9% | +0.5% |
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