+57.2%
CVS vs VST
+1,174.0%
-1,116.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.5% | +4.6% |
| 7D | -2.6% | -6.0% | +3.4% | -2.0% |
| 30D | +4.0% | -18.8% | +22.8% | +6.1% |
| 3M | -6.3% | -8.0% | +1.7% | -5.8% |
| 6M | -0.4% | -10.9% | +10.5% | 0.0% |
| YTD | +15.6% | -18.3% | +33.9% | +16.4% |
| 1Y | +18.3% | -29.9% | +48.2% | +21.1% |
| 3Y | +47.3% | +290.3% | -243.0% | -0.2% |
| 5Y | +13.2% | +635.3% | -622.1% | -35.5% |
| 10Y | +57.2% | +1,162.4% | -1,105.2% | -16.4% |
| All | +57.2% | +1,174.0% | -1,116.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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