+77.7%
VUG vs CRL
+86.4%
-8.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | -0.3% |
| 7D | -3.4% | -6.1% | +2.7% | -2.6% |
| 30D | -11.1% | +12.4% | -23.5% | -12.9% |
| 3M | -7.2% | +27.1% | -34.4% | -11.1% |
| 6M | -4.1% | +85.7% | -89.9% | -14.2% |
| YTD | +1.4% | +69.2% | -67.8% | -8.3% |
| 1Y | +1.9% | +97.5% | -95.6% | -10.4% |
| 3Y | +77.7% | +86.1% | -8.4% | +53.3% |
| All | +77.7% | +86.4% | -8.7% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling