-4.5%
CRS vs VEU
+17.0%
-21.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.5% | -4.2% |
| 7D | +4.3% | +0.2% | +4.1% | +4.0% |
| 30D | -25.5% | -2.1% | -23.4% | -23.1% |
| 3M | -48.7% | -2.7% | -46.0% | -46.7% |
| 6M | -31.6% | +3.2% | -34.8% | -34.4% |
| YTD | -7.0% | +12.6% | -19.6% | -24.4% |
| 1Y | -4.5% | +17.1% | -21.6% | -26.7% |
| All | -4.5% | +17.0% | -21.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling