-4.5%
CRS vs VTEB
+0.4%
-4.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +4.3% | +0.9% | +3.4% | +3.9% |
| 30D | -25.5% | +3.7% | -29.1% | -28.5% |
| 3M | -48.7% | -0.8% | -47.9% | -43.2% |
| 6M | -31.6% | -0.9% | -30.7% | -23.9% |
| YTD | -7.0% | -0.1% | -6.9% | +5.2% |
| 1Y | -4.5% | +0.2% | -4.8% | +10.2% |
| All | -4.5% | +0.4% | -4.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling