+801.7%
CRS vs VT
+221.8%
+580.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.2% |
| 7D | +4.8% | +2.4% | +2.4% | +1.0% |
| 30D | -23.2% | -1.5% | -21.7% | -20.7% |
| 3M | -45.5% | -4.1% | -41.4% | -41.1% |
| 6M | -33.1% | +0.6% | -33.7% | -33.3% |
| YTD | -7.2% | +11.0% | -18.2% | -21.5% |
| 1Y | -10.0% | +13.3% | -23.4% | -26.5% |
| 3Y | +332.3% | +73.4% | +258.9% | +74.5% |
| 5Y | +801.9% | +57.4% | +744.4% | +340.2% |
| All | +801.7% | +221.8% | +580.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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