+1,339.5%
CRS vs VSH
+179.3%
+1,160.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -4.1% | +3.1% | -7.2% | -5.8% |
| 30D | -16.6% | -5.7% | -10.9% | -14.1% |
| 3M | -14.3% | -42.5% | +28.2% | +11.5% |
| 6M | +11.6% | +82.7% | -71.1% | -33.1% |
| YTD | +42.6% | +118.2% | -75.7% | -25.6% |
| 1Y | +81.8% | +109.7% | -27.8% | -4.9% |
| 3Y | +632.1% | +35.3% | +596.8% | +369.3% |
| 5Y | +1,401.6% | +65.6% | +1,336.0% | +690.4% |
| All | +1,339.5% | +179.3% | +1,160.2% | +369.3% |
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