+57.5%
VT vs CRS
+800.5%
-743.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +2.4% | +4.8% | -2.4% | +1.4% |
| 30D | -1.5% | -23.2% | +21.7% | +2.7% |
| 3M | -4.1% | -45.5% | +41.4% | +6.5% |
| 6M | +0.6% | -33.1% | +33.7% | +7.0% |
| YTD | +11.0% | -7.2% | +18.2% | +10.2% |
| 1Y | +13.3% | -10.0% | +23.4% | +13.1% |
| 3Y | +73.4% | +332.3% | -258.9% | +20.6% |
| All | +57.5% | +800.5% | -743.0% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling