+285.4%
CRM vs VST
+1,175.7%
-890.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.6% |
| 7D | +1.3% | +8.9% | -7.6% | -0.4% |
| 30D | +34.3% | +6.2% | +28.1% | +32.7% |
| 3M | +37.7% | -2.7% | +40.4% | +37.0% |
| 6M | +34.9% | -8.4% | +43.3% | +34.7% |
| YTD | -1.6% | -7.2% | +5.6% | -2.6% |
| 1Y | +7.1% | -20.9% | +28.0% | +8.6% |
| 3Y | +19.0% | +384.0% | -364.9% | -33.4% |
| 5Y | -1.3% | +757.1% | -758.3% | -54.5% |
| All | +285.4% | +1,175.7% | -890.3% | +61.5% |
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 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