+224.7%
CRM vs VST
+1,042.1%
-817.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | -4.0% | +10.9% | -14.9% | -5.9% |
| 30D | -6.8% | -15.6% | +8.8% | -4.7% |
| 3M | +10.6% | -7.8% | +18.4% | +10.7% |
| 6M | +23.4% | -12.0% | +35.3% | +23.1% |
| YTD | -17.1% | -16.9% | -0.2% | -17.3% |
| 1Y | -10.1% | -25.1% | +15.0% | -8.6% |
| 3Y | +4.0% | +297.1% | -293.1% | -39.7% |
| 5Y | -26.7% | +641.9% | -668.6% | -65.4% |
| 10Y | +197.9% | +1,142.3% | -944.4% | +24.5% |
| All | +224.7% | +1,042.1% | -817.4% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling