-100.0%
CRIS vs VT
+65.7%
-165.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -4.7% |
| 7D | -13.0% | -0.1% | -12.9% | -12.8% |
| 30D | -67.2% | -0.7% | -66.5% | -66.9% |
| 3M | -86.7% | +4.0% | -90.7% | -87.3% |
| 6M | -94.2% | +12.3% | -106.5% | -94.9% |
| YTD | -93.9% | +14.0% | -108.0% | -94.8% |
| 1Y | -96.7% | +20.3% | -117.0% | -97.3% |
| 3Y | -99.4% | +75.4% | -174.9% | -99.7% |
| 5Y | -100.0% | +66.0% | -165.9% | -100.0% |
| All | -100.0% | +65.7% | -165.6% | -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 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