+815.9%
CRS vs VFC
-68.3%
+884.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.5% |
| 7D | +4.8% | +1.6% | +3.1% | +4.3% |
| 30D | -23.2% | +25.5% | -48.7% | -27.7% |
| 3M | -45.5% | +41.3% | -86.8% | -50.4% |
| 6M | -33.1% | +22.2% | -55.3% | -37.4% |
| YTD | -7.2% | +16.4% | -23.6% | -12.8% |
| 1Y | -10.0% | +38.4% | -48.4% | -19.6% |
| 3Y | +332.3% | +56.2% | +276.1% | +234.9% |
| All | +815.9% | -68.3% | +884.2% | +1,500.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling