+263.0%
CRM vs VST
+1,191.1%
-928.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -5.0% | +5.3% | -10.3% | -5.9% |
| 30D | +23.6% | +5.8% | +17.9% | +22.2% |
| 3M | +39.6% | +3.5% | +36.1% | +37.1% |
| 6M | +23.4% | -7.4% | +30.8% | +23.1% |
| YTD | -7.4% | -6.1% | -1.3% | -8.5% |
| 1Y | -2.3% | -21.6% | +19.3% | -0.7% |
| 3Y | +10.5% | +357.2% | -346.7% | -37.0% |
| 5Y | -4.7% | +777.0% | -781.8% | -56.3% |
| All | +263.0% | +1,191.1% | -928.1% | +51.7% |
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 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