-85.6%
CREX vs VT
+224.4%
-309.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.9% |
| 7D | -3.7% | -0.7% | -3.0% | -3.0% |
| 30D | -11.9% | -1.7% | -10.1% | -10.5% |
| 3M | -30.7% | -2.3% | -28.4% | -29.2% |
| 6M | -44.4% | +1.5% | -45.9% | -45.2% |
| YTD | -20.3% | +12.0% | -32.4% | -27.9% |
| 1Y | -25.4% | +12.9% | -38.3% | -33.0% |
| 3Y | +1.0% | +74.9% | -74.0% | -35.5% |
| 5Y | -53.5% | +59.9% | -113.4% | -68.2% |
| 10Y | -85.6% | +224.6% | -310.2% | -90.3% |
| All | -85.6% | +224.4% | -309.9% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling