+12,036.0%
VRTX vs CRS
+9,024.2%
+3,011.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +12.6% | -16.6% | +29.3% | +17.4% |
| 3M | +23.6% | -3.5% | +27.1% | +23.7% |
| 6M | +14.3% | +15.4% | -1.2% | +8.8% |
| YTD | +20.5% | +51.2% | -30.7% | +6.9% |
| 1Y | +37.6% | +98.3% | -60.7% | +12.7% |
| 3Y | +55.5% | +651.5% | -596.0% | -13.9% |
| 5Y | +175.7% | +1,411.1% | -1,235.4% | +20.1% |
| 10Y | +474.2% | +1,424.3% | -950.1% | +108.8% |
| All | +12,036.0% | +9,024.2% | +3,011.8% | +1,873.6% |
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