+640.4%
CRS vs VLTO
+27.2%
+613.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | -0.2% | -2.3% | +2.1% | +0.7% |
| 30D | -16.6% | -0.9% | -15.8% | -16.5% |
| 3M | -3.5% | +13.8% | -17.3% | -9.8% |
| 6M | +15.4% | +2.0% | +13.4% | +13.9% |
| YTD | +51.2% | -3.2% | +54.4% | +52.7% |
| 1Y | +98.3% | -9.2% | +107.5% | +107.9% |
| All | +640.4% | +27.2% | +613.2% | +548.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling