+12.9%
VT vs CRL
+101.9%
-89.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -0.7% | +5.0% | -5.7% | -1.2% |
| 30D | -1.7% | +13.5% | -15.3% | -3.3% |
| 3M | -2.3% | +21.5% | -23.8% | -4.6% |
| 6M | +1.5% | +103.4% | -101.9% | -7.0% |
| YTD | +12.0% | +71.8% | -59.7% | +4.0% |
| 1Y | +12.9% | +97.5% | -84.6% | +1.7% |
| All | +12.9% | +101.9% | -89.1% | +1.7% |
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 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