+1,002.6%
VST vs CRS
+710.4%
+292.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.2% | +10.8% | +10.6% |
| 7D | -9.8% | -1.7% | -8.1% | -9.3% |
| 30D | -25.1% | -28.8% | +3.7% | -17.3% |
| 3M | -11.6% | -50.0% | +38.4% | +8.3% |
| 6M | -20.9% | -39.2% | +18.3% | -8.9% |
| YTD | -22.3% | -11.4% | -10.9% | -20.7% |
| 1Y | -32.0% | -11.7% | -20.3% | -30.6% |
| 3Y | +262.4% | +319.6% | -57.3% | +143.5% |
| 5Y | +563.4% | +794.8% | -231.4% | +249.8% |
| 10Y | +1,120.7% | +926.9% | +193.8% | +464.2% |
| All | +1,002.6% | +710.4% | +292.2% | +415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling