-34.9%
VST vs CRS
-3.8%
-31.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.6% | -12.3% | -13.2% |
| 7D | -15.7% | +4.3% | -20.0% | -17.2% |
| 30D | -17.0% | -25.5% | +8.5% | -7.4% |
| 3M | -15.9% | -48.7% | +32.8% | +7.6% |
| 6M | -25.0% | -31.6% | +6.6% | -15.0% |
| YTD | -25.1% | -7.0% | -18.1% | -28.0% |
| 1Y | -34.9% | -4.5% | -30.4% | -38.7% |
| All | -34.9% | -3.8% | -31.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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