+32.1%
CVS vs VST
+264.2%
-232.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.6% | -7.5% | +3.1% |
| 7D | -7.1% | -9.8% | +2.7% | -7.1% |
| 30D | -4.0% | -25.1% | +21.2% | -4.3% |
| 3M | -12.2% | -11.6% | -0.6% | -12.3% |
| 6M | -2.2% | -20.9% | +18.7% | -2.4% |
| YTD | +8.9% | -22.3% | +31.2% | +8.8% |
| 1Y | +9.9% | -32.0% | +41.9% | +9.6% |
| 3Y | +32.1% | +262.4% | -230.3% | +37.2% |
| All | +32.1% | +264.2% | -232.1% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling