+402.8%
VUG vs CRL
+350.3%
+52.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -6.3% | +11.9% | -18.2% | -9.9% |
| 3M | -6.0% | +20.2% | -26.2% | -12.0% |
| 6M | -3.5% | +107.5% | -111.1% | -24.9% |
| YTD | +3.9% | +69.4% | -65.5% | -14.8% |
| 1Y | +5.1% | +99.7% | -94.6% | -18.6% |
| 3Y | +77.9% | +98.8% | -20.9% | +26.6% |
| 5Y | +62.4% | -12.4% | +74.8% | +57.6% |
| All | +402.8% | +350.3% | +52.6% | +153.0% |
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