+1,250.4%
VUG vs CRL
+626.7%
+623.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | -0.3% | +10.7% | -11.0% | -3.6% |
| 3M | -0.7% | +55.3% | -56.0% | -14.4% |
| 6M | +14.6% | +60.7% | -46.0% | -3.4% |
| YTD | +9.0% | +44.6% | -35.6% | -5.5% |
| 1Y | +14.9% | +77.7% | -62.9% | -7.8% |
| 3Y | +86.0% | +37.6% | +48.4% | +52.1% |
| 5Y | +76.7% | -35.8% | +112.5% | +83.2% |
| 10Y | +411.3% | +241.7% | +169.6% | +185.5% |
| All | +1,250.4% | +626.7% | +623.7% | +438.2% |
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