+160.2%
VXUS vs CRL
+774.9%
-614.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -1.8% |
| 7D | -1.8% | -6.1% | +4.3% | -0.5% |
| 30D | -4.6% | +12.4% | -17.0% | -7.8% |
| 3M | -6.1% | +27.1% | -33.2% | -12.2% |
| 6M | -4.9% | +85.7% | -90.6% | -20.1% |
| YTD | +8.1% | +69.2% | -61.1% | -8.0% |
| 1Y | +12.1% | +97.5% | -85.4% | -8.5% |
| 3Y | +63.9% | +86.1% | -22.2% | +27.6% |
| 5Y | +43.1% | -10.0% | +53.2% | +35.4% |
| 10Y | +139.2% | +395.0% | -255.7% | +17.8% |
| All | +160.2% | +774.9% | -614.6% | -5.1% |
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