+1,170.1%
CRS vs VSXY
+37.7%
+1,132.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | -0.5% | -10.7% | +10.2% | +1.2% |
| 30D | -18.1% | -24.3% | +6.2% | -14.4% |
| 3M | -12.4% | +1.0% | -13.4% | -13.3% |
| 6M | +15.9% | +57.4% | -41.4% | +3.3% |
| YTD | +45.8% | +39.8% | +6.0% | +31.8% |
| 1Y | +87.8% | +196.5% | -108.7% | +44.7% |
| 3Y | +648.7% | +357.2% | +291.5% | +373.7% |
| 5Y | +1,416.6% | +18.9% | +1,397.7% | +1,115.3% |
| All | +1,170.1% | +37.7% | +1,132.4% | +894.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling