-3.5%
CRM vs VST
+784.9%
-788.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.1% |
| 7D | -3.5% | +9.9% | -13.4% | -4.7% |
| 30D | +29.3% | +7.9% | +21.3% | +27.9% |
| 3M | +36.8% | +3.4% | +33.4% | +35.1% |
| 6M | +23.9% | -4.1% | +28.0% | +22.9% |
| YTD | -5.5% | -5.7% | +0.2% | -6.4% |
| 1Y | -0.4% | -18.9% | +18.5% | +0.4% |
| 3Y | +12.8% | +359.1% | -346.3% | -32.2% |
| 5Y | -3.5% | +766.9% | -770.4% | -50.7% |
| All | -3.5% | +784.9% | -788.3% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling