+321.7%
VWO vs CRS
+1,836.5%
-1,514.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -1.8% | -6.8% | +5.0% | +0.4% |
| 30D | -0.1% | -16.1% | +16.0% | +5.5% |
| 3M | +2.2% | -21.2% | +23.4% | +9.6% |
| 6M | +8.8% | +8.7% | +0.1% | +4.3% |
| YTD | +12.4% | +41.0% | -28.6% | -1.8% |
| 1Y | +15.6% | +82.7% | -67.1% | -8.7% |
| 3Y | +62.5% | +604.8% | -542.3% | -24.7% |
| 5Y | +34.3% | +1,384.7% | -1,350.4% | -56.0% |
| 10Y | +114.8% | +1,362.3% | -1,247.6% | -45.2% |
| All | +321.7% | +1,836.5% | -1,514.8% | -32.8% |
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