+1,323.2%
CRS vs VMC
+156.6%
+1,166.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.8% |
| 7D | -6.8% | -3.8% | -3.0% | -4.2% |
| 30D | -16.1% | -9.7% | -6.4% | -9.9% |
| 3M | -21.2% | -9.6% | -11.5% | -16.2% |
| 6M | +8.7% | -4.8% | +13.5% | +11.4% |
| YTD | +41.0% | -10.9% | +51.9% | +49.8% |
| 1Y | +82.7% | -15.6% | +98.3% | +101.4% |
| 3Y | +604.8% | +19.3% | +585.5% | +486.4% |
| 5Y | +1,384.7% | +48.0% | +1,336.7% | +936.1% |
| All | +1,323.2% | +156.6% | +1,166.6% | +610.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling