+29.6%
VG vs CRS
+17.0%
+12.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.5% |
| 7D | +1.7% | -0.2% | +1.9% | +1.6% |
| 30D | +16.0% | -16.6% | +32.6% | +5.1% |
| 3M | +9.7% | -3.5% | +13.2% | +12.1% |
| 6M | +29.6% | +15.4% | +14.1% | +58.1% |
| All | +29.6% | +17.0% | +12.5% | +58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling