-2.3%
CRM vs VST
-20.1%
+17.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -5.0% | +5.3% | -10.3% | -4.4% |
| 30D | +23.6% | +5.8% | +17.9% | +24.5% |
| 3M | +39.6% | +3.5% | +36.1% | +39.6% |
| 6M | +23.4% | -7.4% | +30.8% | +23.3% |
| YTD | -7.4% | -6.1% | -1.3% | -7.1% |
| 1Y | -2.3% | -21.6% | +19.3% | -1.9% |
| All | -2.3% | -20.1% | +17.7% | -1.9% |
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