+5,760.6%
CRM vs VSAT
+222.7%
+5,537.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | +28.1% | -14.8% | +43.0% | +31.9% |
| 3M | +48.8% | +2.2% | +46.6% | +44.5% |
| 6M | +28.3% | +60.2% | -31.9% | +9.7% |
| YTD | -6.0% | +115.6% | -121.7% | -26.1% |
| 1Y | +1.4% | +132.9% | -131.4% | -23.0% |
| 3Y | +11.8% | +216.1% | -204.2% | -35.3% |
| 5Y | -2.0% | +52.9% | -55.0% | -37.0% |
| 10Y | +239.6% | +3.1% | +236.6% | +120.8% |
| All | +5,760.6% | +222.7% | +5,537.9% | +1,817.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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