+604.8%
CRS vs VSXY
+352.7%
+252.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.5% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -16.1% | -18.7% | +2.5% | -14.1% |
| 3M | -21.2% | -4.0% | -17.2% | -21.3% |
| 6M | +8.7% | +67.5% | -58.8% | -1.1% |
| YTD | +41.0% | +39.7% | +1.3% | +30.8% |
| 1Y | +82.7% | +180.0% | -97.3% | +51.5% |
| 3Y | +604.8% | +337.3% | +267.5% | +439.0% |
| All | +604.8% | +352.7% | +252.1% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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