+1,465.5%
VTR vs CRS
+4,003.9%
-2,538.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -2.8% | -18.1% | +15.3% | +2.6% |
| 3M | +9.0% | -12.4% | +21.4% | +12.3% |
| 6M | +5.0% | +15.9% | -11.0% | -1.1% |
| YTD | +16.9% | +45.8% | -28.9% | +2.6% |
| 1Y | +34.3% | +87.8% | -53.5% | +7.9% |
| 3Y | +131.6% | +648.7% | -517.1% | +15.4% |
| 5Y | +88.0% | +1,416.6% | -1,328.6% | -28.7% |
| 10Y | +97.8% | +1,412.7% | -1,314.9% | -33.3% |
| All | +1,465.5% | +4,003.9% | -2,538.4% | +245.1% |
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