+5.5%
VT vs CRL
+98.0%
-92.6%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.3% | +9.0% | +2.1% |
| 7D | -0.3% | -12.8% | +12.4% | +0.5% |
| 30D | -1.4% | +5.0% | -6.4% | -1.8% |
| 3M | -1.4% | +39.4% | -40.8% | -3.1% |
| 6M | +5.5% | +89.4% | -83.9% | +2.4% |
| All | +5.5% | +98.0% | -92.6% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling