-99.9%
CREX vs VT
+345.0%
-444.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -3.2% |
| 7D | -3.3% | -4.2% | +0.8% | -0.5% |
| 30D | -18.5% | -5.8% | -12.7% | -15.1% |
| 3M | -33.4% | -5.2% | -28.2% | -30.9% |
| 6M | -48.5% | +0.1% | -48.6% | -48.5% |
| YTD | -22.2% | +8.2% | -30.5% | -26.2% |
| 1Y | -32.3% | +10.1% | -42.5% | -36.5% |
| 3Y | +5.2% | +69.7% | -64.5% | -24.1% |
| 5Y | -56.9% | +53.4% | -110.3% | -66.7% |
| 10Y | -87.5% | +219.2% | -306.7% | -93.7% |
| All | -99.9% | +345.0% | -444.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling