+52.0%
CVS vs VST
+1,219.3%
-1,167.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.3% | -5.6% | +0.9% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -0.3% | -17.1% | +16.7% | +1.4% |
| 3M | -10.3% | -4.6% | -5.7% | -10.2% |
| 6M | -4.6% | -9.1% | +4.5% | -4.4% |
| YTD | +10.7% | -16.6% | +27.3% | +11.2% |
| 1Y | +11.2% | -29.5% | +40.7% | +13.8% |
| 3Y | +43.0% | +297.5% | -254.5% | -3.2% |
| 5Y | +8.6% | +654.5% | -645.9% | -38.3% |
| 10Y | +52.0% | +1,205.2% | -1,153.3% | -18.9% |
| All | +52.0% | +1,219.3% | -1,167.4% | -18.9% |
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