+62.5%
VUG vs CRS
+800.5%
-738.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.3% |
| 7D | +2.5% | +4.8% | -2.3% | +1.4% |
| 30D | -6.3% | -23.2% | +16.9% | -1.4% |
| 3M | -6.0% | -45.5% | +39.5% | +6.6% |
| 6M | -3.5% | -33.1% | +29.6% | +3.9% |
| YTD | +3.9% | -7.2% | +11.1% | +2.8% |
| 1Y | +5.1% | -10.0% | +15.1% | +4.6% |
| 3Y | +77.9% | +332.3% | -254.4% | +15.8% |
| All | +62.5% | +800.5% | -738.1% | -15.6% |
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 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