+1,187.3%
VUG vs CRS
+2,575.4%
-1,388.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.3% |
| 7D | +2.5% | +4.8% | -2.3% | +1.3% |
| 30D | -6.3% | -23.2% | +16.9% | -0.9% |
| 3M | -6.0% | -45.5% | +39.5% | +7.8% |
| 6M | -3.5% | -33.1% | +29.6% | +4.7% |
| YTD | +3.9% | -7.2% | +11.1% | +2.9% |
| 1Y | +5.1% | -10.0% | +15.1% | +4.8% |
| 3Y | +77.9% | +332.3% | -254.4% | +14.9% |
| 5Y | +62.4% | +801.9% | -739.5% | -16.1% |
| 10Y | +399.4% | +820.9% | -421.5% | +122.7% |
| All | +1,187.3% | +2,575.4% | -1,388.1% | +279.5% |
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