+1,208.7%
VST vs CRH
+239.6%
+969.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.6% | -6.1% | +5.4% | +2.4% |
| 30D | +1.2% | -9.3% | +10.4% | +6.0% |
| 3M | +1.5% | -15.2% | +16.7% | +9.4% |
| 6M | -6.5% | -14.2% | +7.7% | -0.5% |
| YTD | -7.8% | -28.3% | +20.5% | +7.6% |
| 1Y | -26.9% | -21.8% | -5.1% | -18.5% |
| 3Y | +353.9% | +71.6% | +282.3% | +260.4% |
| 5Y | +782.7% | +96.6% | +686.1% | +540.4% |
| All | +1,208.7% | +239.6% | +969.2% | +594.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling