+3.8%
VUG vs CRL
+97.0%
-93.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +4.4% | +8.9% | -4.5% | +3.2% |
| 30D | -7.3% | +14.0% | -21.3% | -9.0% |
| 3M | -4.2% | +19.8% | -24.1% | -6.6% |
| 6M | -1.6% | +102.0% | -103.6% | -11.2% |
| YTD | +4.9% | +70.8% | -66.0% | -3.2% |
| 1Y | +3.8% | +98.7% | -94.9% | -6.8% |
| All | +3.8% | +97.0% | -93.2% | -6.8% |
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