+76.1%
V vs CRS
+354.4%
-278.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +9.7% | -22.9% | +32.6% | +10.9% |
| 3M | +17.3% | -46.8% | +64.1% | +21.1% |
| 6M | +33.2% | -30.4% | +63.6% | +34.4% |
| YTD | +21.3% | -5.4% | +26.7% | +18.2% |
| 1Y | +27.3% | -9.0% | +36.3% | +24.5% |
| 3Y | +76.1% | +352.2% | -276.1% | +55.3% |
| All | +76.1% | +354.4% | -278.3% | +55.3% |
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