+366.8%
CRS vs VLTO
+55.4%
+311.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | +7.4% | +0.8% | +6.6% | +7.2% |
| 30D | -21.2% | +18.7% | -39.9% | -26.0% |
| 3M | -43.3% | +21.7% | -65.0% | -47.3% |
| 6M | -29.4% | +35.8% | -65.2% | -38.1% |
| YTD | -4.7% | +18.3% | -22.9% | -10.6% |
| 1Y | -9.6% | +20.9% | -30.5% | -16.5% |
| 3Y | +355.5% | +68.8% | +286.6% | +258.8% |
| All | +366.8% | +55.4% | +311.5% | +279.6% |
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