+801.7%
CRS vs VSH
+115.4%
+686.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -0.4% |
| 7D | +4.8% | +14.3% | -9.6% | -3.0% |
| 30D | -23.2% | -7.9% | -15.3% | -20.7% |
| 3M | -45.5% | -19.9% | -25.7% | -40.4% |
| 6M | -33.1% | -30.5% | -2.6% | -27.6% |
| YTD | -7.2% | +85.7% | -92.9% | -48.5% |
| 1Y | -10.0% | +98.9% | -109.0% | -52.6% |
| 3Y | +332.3% | +32.1% | +300.2% | +164.9% |
| 5Y | +801.9% | +39.7% | +762.2% | +408.7% |
| All | +801.7% | +115.4% | +686.3% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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