+1,350.3%
CRS vs VSXY
+22.6%
+1,327.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.7% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -16.1% | -18.7% | +2.5% | -13.3% |
| 3M | -21.2% | -4.0% | -17.2% | -21.3% |
| 6M | +8.7% | +67.5% | -58.8% | -5.1% |
| YTD | +41.0% | +39.7% | +1.3% | +26.5% |
| 1Y | +82.7% | +180.0% | -97.3% | +39.7% |
| 3Y | +604.8% | +337.3% | +267.5% | +329.6% |
| All | +1,350.3% | +22.6% | +1,327.6% | +1,123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling