+375.9%
CRS vs VLTO
+56.1%
+319.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.9% | +9.4% |
| 7D | +4.9% | +2.0% | +2.9% | +4.3% |
| 30D | -20.8% | +21.8% | -42.6% | -26.3% |
| 3M | -46.4% | +20.2% | -66.7% | -50.0% |
| 6M | -28.6% | +36.3% | -64.9% | -37.4% |
| YTD | -2.8% | +18.8% | -21.7% | -9.0% |
| 1Y | -6.7% | +20.4% | -27.1% | -13.5% |
| 3Y | +368.0% | +71.9% | +296.1% | +266.5% |
| All | +375.9% | +56.1% | +319.7% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling