+648.9%
CRS vs VFC
-25.9%
+674.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -3.1% |
| 7D | -3.1% | +0.8% | -3.9% | -3.2% |
| 30D | -19.6% | -11.9% | -7.7% | -17.5% |
| 3M | -8.1% | -20.2% | +12.1% | -4.3% |
| 6M | +18.6% | -23.0% | +41.5% | +24.1% |
| YTD | +45.9% | -26.2% | +72.1% | +53.1% |
| 1Y | +82.5% | -13.3% | +95.8% | +84.5% |
| 3Y | +648.9% | -25.5% | +674.4% | +616.5% |
| All | +648.9% | -25.9% | +674.8% | +616.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling