+48.1%
VXUS vs CRS
+864.2%
-816.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | -0.5% | +4.4% | -4.9% | -1.3% |
| 30D | -1.2% | -19.1% | +18.0% | +1.8% |
| 3M | -3.8% | -43.2% | +39.4% | +5.1% |
| 6M | -1.7% | -28.9% | +27.2% | +3.1% |
| YTD | +11.4% | -3.0% | +14.4% | +10.5% |
| 1Y | +13.3% | -5.3% | +18.6% | +12.7% |
| 3Y | +70.0% | +363.5% | -293.6% | +22.0% |
| 5Y | +48.1% | +858.2% | -810.1% | -9.0% |
| All | +48.1% | +864.2% | -816.1% | -9.0% |
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