+206.2%
CRI vs VT
+345.0%
-138.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.6% |
| 7D | -2.2% | -4.2% | +2.0% | +1.6% |
| 30D | -3.5% | -5.8% | +2.3% | +1.7% |
| 3M | -17.7% | -5.2% | -12.4% | -13.6% |
| 6M | -0.7% | +0.1% | -0.8% | -0.6% |
| YTD | +2.9% | +8.2% | -5.4% | -4.1% |
| 1Y | +5.1% | +10.1% | -5.0% | -3.4% |
| 3Y | -47.3% | +69.7% | -117.0% | -66.3% |
| 5Y | -61.6% | +53.4% | -115.0% | -73.1% |
| 10Y | -50.0% | +219.2% | -269.3% | -79.9% |
| All | +206.2% | +345.0% | -138.8% | +3.6% |
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