+382.8%
VNQ vs CRS
+2,637.3%
-2,254.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.2% |
| 7D | -2.6% | -4.1% | +1.5% | -1.5% |
| 30D | -2.3% | -16.6% | +14.2% | +2.7% |
| 3M | -2.8% | -14.3% | +11.5% | +0.7% |
| 6M | +2.5% | +11.6% | -9.1% | -2.7% |
| YTD | +8.4% | +42.6% | -34.1% | -4.9% |
| 1Y | +6.8% | +81.8% | -75.1% | -14.3% |
| 3Y | +29.9% | +632.1% | -602.1% | -36.4% |
| 5Y | +7.2% | +1,401.6% | -1,394.4% | -60.8% |
| 10Y | +62.5% | +1,379.0% | -1,316.5% | -52.0% |
| All | +382.8% | +2,637.3% | -2,254.5% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling