+1,238.2%
VST vs CRH
+247.5%
+990.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +3.5% |
| 7D | +9.9% | -0.6% | +10.5% | +10.2% |
| 30D | +7.9% | -9.5% | +17.4% | +13.2% |
| 3M | +3.4% | -10.4% | +13.8% | +8.6% |
| 6M | -4.1% | -14.2% | +10.1% | +2.1% |
| YTD | -5.7% | -26.6% | +20.9% | +8.7% |
| 1Y | -18.9% | -18.2% | -0.6% | -11.6% |
| 3Y | +359.1% | +74.9% | +284.1% | +261.0% |
| 5Y | +766.9% | +101.7% | +665.2% | +521.0% |
| All | +1,238.2% | +247.5% | +990.7% | +602.1% |
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