+191.7%
CRM vs VST
+1,147.5%
-955.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.3% |
| 7D | -3.9% | -6.0% | +2.1% | -3.3% |
| 30D | -6.8% | -18.8% | +11.9% | -4.1% |
| 3M | +8.3% | -8.0% | +16.3% | +8.4% |
| 6M | +17.9% | -10.9% | +28.8% | +17.3% |
| YTD | -18.9% | -18.3% | -0.5% | -18.8% |
| 1Y | -10.9% | -29.9% | +19.0% | -8.2% |
| 3Y | +1.8% | +290.3% | -288.5% | -41.1% |
| 5Y | -27.4% | +635.3% | -662.7% | -66.0% |
| All | +191.7% | +1,147.5% | -955.8% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling