+82.7%
CRS vs VFC
-10.6%
+93.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.3% |
| 7D | -6.8% | -1.4% | -5.4% | -6.4% |
| 30D | -16.1% | -9.0% | -7.2% | -14.0% |
| 3M | -21.2% | -24.2% | +3.0% | -15.8% |
| 6M | +8.7% | -18.5% | +27.2% | +13.1% |
| YTD | +41.0% | -25.9% | +66.8% | +47.6% |
| 1Y | +82.7% | -13.0% | +95.7% | +77.3% |
| All | +82.7% | -10.6% | +93.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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