+165.8%
VXUS vs CRS
+792.7%
-627.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.6% |
| 7D | +2.1% | +4.8% | -2.6% | +1.0% |
| 30D | -1.1% | -23.2% | +22.1% | +4.1% |
| 3M | -5.6% | -45.5% | +39.9% | +7.2% |
| 6M | -2.3% | -33.1% | +30.9% | +5.5% |
| YTD | +10.4% | -7.2% | +17.6% | +9.7% |
| 1Y | +13.1% | -10.0% | +23.1% | +13.0% |
| 3Y | +68.0% | +332.3% | -264.3% | +10.0% |
| 5Y | +45.8% | +801.9% | -756.0% | -24.0% |
| 10Y | +144.7% | +820.9% | -676.2% | +9.0% |
| All | +165.8% | +792.7% | -627.0% | +10.8% |
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