+2.1%
CVS vs VST
-30.5%
+32.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.9% | +2.0% |
| 7D | -10.0% | -19.9% | +9.9% | -8.9% |
| 30D | -5.2% | -29.7% | +24.4% | -5.1% |
| 3M | -17.4% | -19.6% | +2.2% | -16.3% |
| 6M | +2.1% | -29.4% | +31.5% | +1.6% |
| All | +2.1% | -30.5% | +32.7% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling