+75.4%
IVV vs CRS
+321.3%
-245.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | -5.4% | -28.8% | +23.4% | -0.7% |
| 3M | -4.1% | -50.0% | +46.0% | +6.3% |
| 6M | +0.7% | -39.2% | +39.9% | +7.7% |
| YTD | +8.7% | -11.4% | +20.2% | +8.6% |
| 1Y | +11.0% | -11.7% | +22.7% | +10.8% |
| 3Y | +75.4% | +319.6% | -244.2% | +40.6% |
| All | +75.4% | +321.3% | -245.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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