+10,197.9%
CRS vs VFC
+845.1%
+9,352.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.7% |
| 7D | -0.2% | -1.6% | +1.4% | +0.4% |
| 30D | -16.6% | -11.6% | -5.0% | -12.4% |
| 3M | -3.5% | -18.1% | +14.6% | +3.2% |
| 6M | +15.4% | -27.4% | +42.8% | +28.9% |
| YTD | +51.2% | -24.8% | +76.0% | +64.6% |
| 1Y | +98.3% | -8.2% | +106.5% | +95.8% |
| 3Y | +651.5% | -29.1% | +680.7% | +580.2% |
| 5Y | +1,411.1% | -79.2% | +1,490.3% | +2,266.2% |
| 10Y | +1,424.3% | -68.1% | +1,492.4% | +1,922.1% |
| All | +10,197.9% | +845.1% | +9,352.8% | +5,837.2% |
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