+852.2%
CRS vs VT
+57.5%
+794.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | +0.2% | -0.1% | +0.4% | +0.5% |
| 30D | -22.9% | -3.1% | -19.8% | -18.6% |
| 3M | -46.8% | -3.5% | -43.3% | -43.6% |
| 6M | -30.4% | +0.5% | -30.9% | -30.4% |
| YTD | -5.4% | +10.8% | -16.1% | -18.2% |
| 1Y | -9.0% | +11.9% | -20.9% | -22.5% |
| 3Y | +352.2% | +73.0% | +279.2% | +106.0% |
| 5Y | +852.2% | +58.6% | +793.6% | +381.2% |
| All | +852.2% | +57.5% | +794.7% | +381.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling