+6,220.1%
CRS vs VFC
+1,363.4%
+4,856.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -4.0% |
| 7D | +4.8% | +1.6% | +3.1% | +4.1% |
| 30D | -23.2% | +25.5% | -48.7% | -30.2% |
| 3M | -45.5% | +41.3% | -86.8% | -53.1% |
| 6M | -33.1% | +22.2% | -55.3% | -39.9% |
| YTD | -7.2% | +16.4% | -23.6% | -16.2% |
| 1Y | -10.0% | +38.4% | -48.4% | -25.0% |
| 3Y | +332.3% | +56.2% | +276.1% | +184.2% |
| 5Y | +801.9% | -68.2% | +870.0% | +1,081.4% |
| 10Y | +820.9% | -48.4% | +869.3% | +896.1% |
| All | +6,220.1% | +1,363.4% | +4,856.8% | +2,924.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling