+425.8%
VRTX vs CRS
+1,409.1%
-983.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.0% |
| 7D | -7.8% | -4.1% | -3.7% | -7.3% |
| 30D | -2.8% | -16.6% | +13.7% | -0.5% |
| 3M | +18.1% | -14.3% | +32.4% | +20.1% |
| 6M | +3.1% | +11.6% | -8.5% | +0.7% |
| YTD | +13.5% | +42.6% | -29.1% | +7.0% |
| 1Y | +32.4% | +81.8% | -49.4% | +19.9% |
| 3Y | +50.0% | +632.1% | -582.1% | +6.5% |
| 5Y | +172.9% | +1,401.6% | -1,228.8% | +67.3% |
| All | +425.8% | +1,409.1% | -983.3% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling