+1,465.0%
CRS vs VTEB
+25.1%
+1,439.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.2% |
| 7D | -4.1% | -1.2% | -2.9% | -2.4% |
| 30D | -16.6% | -2.9% | -13.7% | -13.0% |
| 3M | -14.3% | -3.2% | -11.1% | -10.2% |
| 6M | +11.6% | -2.6% | +14.2% | +16.2% |
| YTD | +42.6% | -1.8% | +44.4% | +46.9% |
| 1Y | +81.8% | +0.2% | +81.6% | +81.8% |
| 3Y | +632.1% | +8.2% | +623.8% | +546.5% |
| 5Y | +1,401.6% | +0.8% | +1,400.8% | +1,387.9% |
| 10Y | +1,379.0% | +17.7% | +1,361.4% | +1,558.3% |
| All | +1,465.0% | +25.1% | +1,439.9% | +2,299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling