+333.7%
CRS vs VLTO
+54.8%
+278.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.7% | +5.4% | -7.1% | -3.3% |
| 30D | -28.8% | +22.3% | -51.1% | -34.0% |
| 3M | -50.0% | +19.6% | -69.6% | -53.3% |
| 6M | -39.2% | +35.2% | -74.3% | -46.6% |
| YTD | -11.4% | +17.9% | -29.3% | -16.9% |
| 1Y | -11.7% | +19.5% | -31.2% | -17.9% |
| 3Y | +319.6% | +73.9% | +245.7% | +227.2% |
| All | +333.7% | +54.8% | +278.9% | +253.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling