+1,075.1%
VST vs CRH
+258.7%
+816.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.1% |
| 3M | -9.0% | -3.9% | -5.1% | -8.3% |
| 6M | -6.4% | -13.3% | +6.9% | -1.3% |
| YTD | -17.2% | -24.2% | +7.0% | -7.0% |
| 1Y | -22.0% | -14.9% | -7.1% | -17.4% |
| 3Y | +296.7% | +64.9% | +231.8% | +216.7% |
| 5Y | +637.6% | +109.0% | +528.6% | +414.5% |
| 10Y | +1,138.2% | +248.9% | +889.3% | +539.1% |
| All | +1,075.1% | +258.7% | +816.4% | +500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling