+1,205.2%
VST vs CRS
+967.2%
+238.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.7% | -2.4% | +4.3% |
| 7D | -0.5% | +4.9% | -5.5% | -1.8% |
| 30D | -17.1% | -20.8% | +3.7% | -11.2% |
| 3M | -4.6% | -46.4% | +41.9% | +14.8% |
| 6M | -9.1% | -28.6% | +19.5% | -0.2% |
| YTD | -16.6% | -2.8% | -13.8% | -17.3% |
| 1Y | -29.5% | -6.7% | -22.8% | -29.2% |
| 3Y | +297.5% | +368.0% | -70.5% | +156.8% |
| 5Y | +654.5% | +852.9% | -198.3% | +285.5% |
| 10Y | +1,205.2% | +905.1% | +300.1% | +467.2% |
| All | +1,205.2% | +967.2% | +238.1% | +467.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling