-51.4%
VG vs CRS
+32.6%
-84.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -22.0% | -1.7% | -20.4% | -21.8% |
| 30D | -11.6% | -28.8% | +17.2% | -5.1% |
| 3M | -14.9% | -50.0% | +35.1% | 0.0% |
| 6M | -3.5% | -39.2% | +35.7% | +4.9% |
| YTD | +70.0% | -11.4% | +81.4% | +44.1% |
| 1Y | +50.0% | -11.7% | +61.7% | +27.6% |
| All | -51.4% | +32.6% | -84.0% | -70.8% |
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