+98.3%
CRS vs VMC
-8.5%
+106.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -0.2% | -4.3% | +4.1% | +1.8% |
| 30D | -16.6% | -8.2% | -8.4% | -13.3% |
| 3M | -3.5% | -7.0% | +3.6% | -1.2% |
| 6M | +15.4% | -10.8% | +26.2% | +19.5% |
| YTD | +51.2% | -7.4% | +58.6% | +51.8% |
| 1Y | +98.3% | -9.5% | +107.8% | +101.3% |
| All | +98.3% | -8.5% | +106.8% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling