+608.4%
VST vs CRH
+110.6%
+497.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +6.6% | -1.3% | +7.9% | +7.3% |
| 30D | -12.4% | +18.1% | -30.5% | -20.7% |
| 3M | -9.0% | -3.9% | -5.1% | -8.2% |
| 6M | -6.4% | -13.3% | +6.9% | -0.8% |
| YTD | -17.2% | -24.2% | +7.0% | -5.8% |
| 1Y | -22.0% | -14.9% | -7.1% | -17.0% |
| 3Y | +296.7% | +64.9% | +231.8% | +225.7% |
| All | +608.4% | +110.6% | +497.8% | +405.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling