-61.9%
CBRS vs VST
-21.4%
-40.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -6.2% | -4.9% | -6.6% |
| 7D | -29.0% | -19.9% | -9.1% | -17.2% |
| 30D | -53.9% | -29.7% | -24.2% | -41.1% |
| 3M | -61.9% | -19.6% | -42.3% | -57.2% |
| All | -61.9% | -21.4% | -40.5% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 3mo: compounded portfolio wealth divided by compounded VST 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…
3mo analysis · Full analysis span regression · Available span rolling