+4,036.3%
CRS vs ITOT
+885.8%
+3,150.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -0.5% | -0.4% | -0.2% | 0.0% |
| 30D | -18.1% | -1.6% | -16.5% | -15.9% |
| 3M | -12.4% | +3.5% | -16.0% | -17.1% |
| 6M | +15.9% | +13.1% | +2.8% | -4.1% |
| YTD | +45.8% | +12.7% | +33.1% | +21.1% |
| 1Y | +87.8% | +18.3% | +69.4% | +44.7% |
| 3Y | +648.7% | +76.4% | +572.3% | +209.7% |
| 5Y | +1,416.6% | +73.8% | +1,342.9% | +545.8% |
| 10Y | +1,412.7% | +301.2% | +1,111.5% | +86.2% |
| All | +4,036.3% | +885.8% | +3,150.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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