+790.6%
CRS vs VT
+345.0%
+445.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.5% | +1.6% |
| 7D | -6.6% | -4.2% | -2.5% | -0.5% |
| 30D | -29.5% | -5.8% | -23.7% | -22.6% |
| 3M | -51.1% | -5.2% | -45.8% | -46.8% |
| 6M | -37.3% | +0.1% | -37.4% | -37.1% |
| YTD | -11.2% | +8.2% | -19.5% | -20.4% |
| 1Y | -11.5% | +10.1% | -21.6% | -22.6% |
| 3Y | +324.4% | +69.7% | +254.8% | +99.4% |
| 5Y | +796.6% | +53.4% | +743.2% | +401.2% |
| 10Y | +929.0% | +219.2% | +709.8% | +130.2% |
| All | +790.6% | +345.0% | +445.6% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling