+137.4%
CRWV vs VST
+28.3%
+109.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | +17.3% | +5.3% | +12.0% | +12.4% |
| 30D | +7.7% | +5.8% | +1.9% | +3.1% |
| 3M | -3.6% | +3.5% | -7.0% | -5.4% |
| 6M | +27.6% | -7.4% | +35.0% | +32.6% |
| YTD | +32.6% | -6.1% | +38.7% | +32.9% |
| 1Y | -5.3% | -21.6% | +16.3% | +12.8% |
| All | +137.4% | +28.3% | +109.0% | +54.1% |
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