+332.3%
CRS vs VLTO
+70.6%
+261.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | +4.8% | +1.0% | +3.8% | +4.5% |
| 30D | -23.2% | +17.5% | -40.7% | -27.4% |
| 3M | -45.5% | +21.4% | -66.9% | -49.3% |
| 6M | -33.1% | +38.1% | -71.2% | -41.9% |
| YTD | -7.2% | +19.0% | -26.2% | -13.0% |
| 1Y | -10.0% | +20.7% | -30.7% | -16.5% |
| 3Y | +332.3% | +64.3% | +268.0% | +231.4% |
| All | +332.3% | +70.6% | +261.7% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling