-24.7%
VST vs CRL
+98.1%
-122.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +10.9% | +5.0% | +5.9% | +9.8% |
| 30D | -15.6% | +13.5% | -29.1% | -16.6% |
| 3M | -7.8% | +21.5% | -29.3% | -9.5% |
| 6M | -12.0% | +103.4% | -115.4% | -18.2% |
| YTD | -16.9% | +71.8% | -88.7% | -19.0% |
| All | -24.7% | +98.1% | -122.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling