+7.1%
CRM vs VST
-20.6%
+27.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -1.6% |
| 7D | +1.3% | +8.9% | -7.6% | +2.2% |
| 30D | +34.3% | +6.2% | +28.1% | +35.3% |
| 3M | +37.7% | -2.7% | +40.4% | +37.4% |
| 6M | +34.9% | -8.4% | +43.3% | +34.6% |
| YTD | -1.6% | -7.2% | +5.6% | -1.4% |
| 1Y | +7.1% | -20.9% | +28.0% | +7.7% |
| All | +7.1% | -20.6% | +27.7% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling