-41.7%
CRWS vs VT
+223.7%
-265.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +6.7% | -2.6% | +9.3% | +7.8% |
| 3M | -14.0% | -3.2% | -10.8% | -13.0% |
| 6M | -6.9% | +0.9% | -7.9% | -7.6% |
| YTD | -1.5% | +11.3% | -12.8% | -6.1% |
| 1Y | +1.4% | +14.0% | -12.6% | -4.3% |
| 3Y | -21.9% | +75.8% | -97.8% | -37.9% |
| 5Y | -48.6% | +57.8% | -106.4% | -57.4% |
| 10Y | -41.7% | +219.8% | -261.5% | -64.4% |
| All | -41.7% | +223.7% | -265.3% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling