+76.3%
VUG vs CRL
-37.4%
+113.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | +0.9% | -0.6% | +1.4% | +1.0% |
| 30D | -1.4% | +5.0% | -6.4% | -2.6% |
| 3M | +2.3% | +50.6% | -48.3% | -7.8% |
| 6M | +15.7% | +60.9% | -45.3% | +1.7% |
| YTD | +8.6% | +40.7% | -32.1% | -1.6% |
| 1Y | +14.1% | +73.3% | -59.3% | -2.8% |
| 3Y | +87.9% | +40.6% | +47.3% | +60.6% |
| 5Y | +76.3% | -37.0% | +113.3% | +83.5% |
| All | +76.3% | -37.4% | +113.7% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling