-44.1%
VG vs CRS
+42.7%
-86.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.5% | +5.1% |
| 7D | +15.1% | +7.4% | +7.7% | +13.2% |
| 30D | -4.2% | -21.2% | +17.0% | +0.4% |
| 3M | -3.1% | -43.3% | +40.2% | +10.3% |
| 6M | +0.3% | -29.4% | +29.7% | +4.3% |
| YTD | +95.5% | -4.7% | +100.1% | +62.9% |
| 1Y | +64.4% | -9.6% | +74.0% | +41.8% |
| All | -44.1% | +42.7% | -86.8% | -67.0% |
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