+27.6%
CRM vs VST
-9.7%
+37.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | 0.0% |
| 7D | -2.2% | +19.2% | -21.3% | +3.0% |
| 30D | -8.6% | -17.2% | +8.6% | -13.4% |
| 3M | +12.7% | -8.1% | +20.9% | +12.1% |
| 6M | +27.6% | -8.1% | +35.7% | +24.5% |
| All | +27.6% | -9.7% | +37.3% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling