+396.2%
VUG vs CRL
+353.6%
+42.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -1.2% | -1.7% | +0.5% | -0.9% |
| 30D | -8.9% | +14.6% | -23.4% | -13.1% |
| 3M | -5.9% | +24.8% | -30.8% | -12.9% |
| 6M | -3.3% | +94.7% | -98.0% | -23.1% |
| YTD | +3.4% | +73.4% | -69.9% | -15.8% |
| 1Y | +1.9% | +104.7% | -102.8% | -21.7% |
| 3Y | +76.9% | +101.1% | -24.1% | +25.7% |
| 5Y | +63.9% | -10.8% | +74.7% | +58.2% |
| 10Y | +396.2% | +358.8% | +37.4% | +148.1% |
| All | +396.2% | +353.6% | +42.6% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling