+1,250.4%
VUG vs CRS
+4,259.3%
-3,008.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -0.3% | -16.6% | +16.3% | +4.1% |
| 3M | -0.7% | -3.5% | +2.8% | -0.4% |
| 6M | +14.6% | +15.4% | -0.8% | +9.4% |
| YTD | +9.0% | +51.2% | -42.2% | -3.2% |
| 1Y | +14.9% | +98.3% | -83.4% | -5.7% |
| 3Y | +86.0% | +651.5% | -565.5% | +5.7% |
| 5Y | +76.7% | +1,411.1% | -1,334.4% | -19.0% |
| 10Y | +411.3% | +1,424.3% | -1,013.0% | +101.7% |
| All | +1,250.4% | +4,259.3% | -3,008.9% | +256.8% |
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