+1,435.8%
CRS vs VMC
+46.8%
+1,389.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +2.2% |
| 7D | -0.5% | -5.3% | +4.8% | +3.2% |
| 30D | -18.1% | -12.3% | -5.8% | -10.6% |
| 3M | -12.4% | -10.3% | -2.2% | -6.8% |
| 6M | +15.9% | -8.6% | +24.5% | +21.8% |
| YTD | +45.8% | -11.9% | +57.7% | +55.2% |
| 1Y | +87.8% | -13.9% | +101.7% | +102.4% |
| 3Y | +648.7% | +18.2% | +630.6% | +520.4% |
| All | +1,435.8% | +46.8% | +1,389.0% | +980.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling