+2,394.3%
CRS vs VCLT
+103.3%
+2,291.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -19.6% | -0.6% | -19.0% | -19.5% |
| 3M | -8.1% | -2.2% | -5.8% | -7.3% |
| 6M | +18.6% | -2.9% | +21.5% | +20.0% |
| YTD | +45.9% | -2.1% | +47.9% | +47.2% |
| 1Y | +82.5% | -2.6% | +85.1% | +84.4% |
| 3Y | +648.9% | +12.5% | +636.4% | +621.2% |
| 5Y | +1,438.1% | -15.3% | +1,453.4% | +1,472.7% |
| 10Y | +1,327.0% | +16.6% | +1,310.4% | +1,381.4% |
| All | +2,394.3% | +103.3% | +2,291.0% | +3,764.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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