+319.6%
CRS vs VT
+69.7%
+249.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.6% |
| 7D | -1.7% | -2.3% | +0.6% | +2.0% |
| 30D | -28.8% | -5.0% | -23.9% | -22.4% |
| 3M | -50.0% | -4.9% | -45.1% | -45.6% |
| 6M | -39.2% | -1.5% | -37.7% | -37.4% |
| YTD | -11.4% | +8.5% | -19.9% | -22.0% |
| 1Y | -11.7% | +11.4% | -23.1% | -25.5% |
| 3Y | +319.6% | +70.1% | +249.6% | +97.2% |
| All | +319.6% | +69.7% | +249.9% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling