+31.9%
CVS vs VST
+761.6%
-729.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.6% |
| 7D | +4.0% | +8.9% | -5.0% | +3.7% |
| 30D | -2.4% | +6.2% | -8.6% | -2.6% |
| 3M | +2.7% | -2.7% | +5.4% | +2.7% |
| 6M | +21.9% | -8.4% | +30.2% | +21.9% |
| YTD | +24.7% | -7.2% | +32.0% | +24.7% |
| 1Y | +35.4% | -20.9% | +56.3% | +36.0% |
| 3Y | +65.2% | +384.0% | -318.8% | +28.3% |
| All | +31.9% | +761.6% | -729.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling