+224.6%
VT vs CRS
+882.2%
-657.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.6% |
| 7D | -0.7% | +4.4% | -5.1% | -1.6% |
| 30D | -1.7% | -19.1% | +17.4% | +2.0% |
| 3M | -2.3% | -43.2% | +40.9% | +9.2% |
| 6M | +1.5% | -28.9% | +30.4% | +7.6% |
| YTD | +12.0% | -3.0% | +15.0% | +10.1% |
| 1Y | +12.9% | -5.3% | +18.2% | +11.3% |
| 3Y | +74.9% | +363.5% | -288.6% | +15.8% |
| 5Y | +59.9% | +858.2% | -798.3% | -14.1% |
| 10Y | +224.6% | +862.9% | -638.3% | +57.7% |
| All | +224.6% | +882.2% | -657.6% | +57.7% |
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