-56.9%
CREX vs VT
+53.2%
-110.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -1.3% |
| 7D | -3.3% | -4.2% | +0.8% | +1.6% |
| 30D | -18.5% | -5.8% | -12.7% | -12.6% |
| 3M | -33.4% | -5.2% | -28.2% | -29.2% |
| 6M | -48.5% | +0.1% | -48.6% | -48.8% |
| YTD | -22.2% | +8.2% | -30.5% | -29.5% |
| 1Y | -32.3% | +10.1% | -42.5% | -40.0% |
| 3Y | +5.2% | +69.7% | -64.5% | -41.5% |
| 5Y | -56.9% | +53.4% | -110.3% | -70.8% |
| All | -56.9% | +53.2% | -110.1% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling