+10,197.9%
CRS vs VMC
+3,246.6%
+6,951.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -0.2% | -4.3% | +4.1% | +2.2% |
| 30D | -16.6% | -8.2% | -8.4% | -12.6% |
| 3M | -3.5% | -7.0% | +3.6% | -0.2% |
| 6M | +15.4% | -10.8% | +26.2% | +22.4% |
| YTD | +51.2% | -7.4% | +58.6% | +55.9% |
| 1Y | +98.3% | -9.5% | +107.8% | +106.6% |
| 3Y | +651.5% | +20.5% | +631.1% | +559.7% |
| 5Y | +1,411.1% | +51.6% | +1,359.6% | +1,065.2% |
| 10Y | +1,424.3% | +150.0% | +1,274.3% | +799.7% |
| All | +10,197.9% | +3,246.6% | +6,951.3% | +2,611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling