+604.8%
CRS vs VYM
+65.1%
+539.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -2.3% |
| 7D | -6.8% | -0.8% | -6.0% | -5.5% |
| 30D | -16.1% | -2.2% | -13.9% | -12.8% |
| 3M | -21.2% | +3.1% | -24.2% | -25.2% |
| 6M | +8.7% | +9.7% | -1.0% | -6.7% |
| YTD | +41.0% | +14.9% | +26.1% | +12.1% |
| 1Y | +82.7% | +17.6% | +65.1% | +40.1% |
| 3Y | +604.8% | +65.3% | +539.5% | +234.7% |
| All | +604.8% | +65.1% | +539.7% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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