+629.1%
CRS vs VSH
+35.1%
+593.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -0.5% | +3.5% | -4.1% | -1.7% |
| 30D | -18.1% | -4.4% | -13.7% | -17.0% |
| 3M | -12.4% | -45.8% | +33.4% | +4.7% |
| 6M | +15.9% | +90.1% | -74.2% | -14.6% |
| YTD | +45.8% | +120.3% | -74.5% | +0.2% |
| 1Y | +87.8% | +112.2% | -24.5% | +29.4% |
| All | +629.1% | +35.1% | +593.9% | +511.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling