+1,155.8%
VUG vs CRL
+750.2%
+405.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | -1.5% |
| 7D | -3.4% | -6.1% | +2.7% | -1.8% |
| 30D | -11.1% | +12.4% | -23.5% | -14.7% |
| 3M | -7.2% | +27.1% | -34.4% | -14.7% |
| 6M | -4.1% | +85.7% | -89.9% | -22.8% |
| YTD | +1.4% | +69.2% | -67.8% | -17.0% |
| 1Y | +1.9% | +97.5% | -95.6% | -20.8% |
| 3Y | +77.7% | +86.1% | -8.4% | +30.8% |
| 5Y | +57.6% | -10.0% | +67.6% | +45.4% |
| 10Y | +398.6% | +395.0% | +3.6% | +146.3% |
| All | +1,155.8% | +750.2% | +405.6% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling