+122.8%
CRWV vs VST
+24.9%
+97.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.4% | -3.8% |
| 7D | +5.4% | +2.0% | +3.4% | +4.0% |
| 30D | -1.3% | +1.5% | -2.8% | -2.0% |
| 3M | -6.8% | +6.3% | -13.1% | -10.3% |
| 6M | +19.0% | -10.3% | +29.3% | +27.3% |
| YTD | +24.5% | -8.6% | +33.1% | +27.9% |
| 1Y | -23.9% | -29.3% | +5.4% | +0.8% |
| All | +122.8% | +24.9% | +97.9% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling