-18.9%
VST vs CRS
+85.3%
-104.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.8% |
| 7D | +9.9% | -3.1% | +12.9% | +10.9% |
| 30D | +7.9% | -19.6% | +27.5% | +16.0% |
| 3M | +3.4% | -8.1% | +11.5% | +5.8% |
| 6M | -4.1% | +18.6% | -22.7% | -11.1% |
| YTD | -5.7% | +45.9% | -51.6% | -19.0% |
| 1Y | -18.9% | +82.5% | -101.4% | -33.1% |
| All | -18.9% | +85.3% | -104.2% | -33.1% |
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