-11.9%
CRM vs VST
-29.0%
+17.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -1.0% |
| 7D | -3.9% | -6.0% | +2.1% | -4.4% |
| 30D | -6.8% | -18.8% | +11.9% | -9.1% |
| 3M | +8.3% | -8.0% | +16.3% | +7.9% |
| 6M | +17.9% | -10.9% | +28.8% | +16.4% |
| YTD | -18.9% | -18.3% | -0.5% | -19.3% |
| All | -11.9% | -29.0% | +17.1% | -14.1% |
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