+29.4%
CVS vs VST
+866.2%
-836.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.9% | +2.4% |
| 7D | -10.0% | -19.9% | +9.9% | -7.8% |
| 30D | -5.2% | -29.7% | +24.4% | -1.9% |
| 3M | -17.4% | -19.6% | +2.2% | -15.7% |
| 6M | +2.1% | -29.4% | +31.5% | +5.2% |
| YTD | +5.6% | -29.7% | +35.3% | +8.1% |
| 1Y | +6.7% | -40.0% | +46.8% | +11.1% |
| 3Y | +29.6% | +231.0% | -201.4% | -9.6% |
| 5Y | +2.5% | +500.1% | -497.6% | -39.1% |
| 10Y | +34.8% | +1,004.2% | -969.4% | -24.3% |
| All | +29.4% | +866.2% | -836.8% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling