+1,142.3%
VST vs CAG
-35.6%
+1,177.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.8% |
| 7D | +10.9% | -1.8% | +12.7% | +11.0% |
| 30D | -15.6% | +9.7% | -25.3% | -16.0% |
| 3M | -7.8% | +0.5% | -8.2% | -7.8% |
| 6M | -12.0% | +8.9% | -20.9% | -12.6% |
| YTD | -16.9% | -8.4% | -8.6% | -16.6% |
| 1Y | -25.1% | -8.3% | -16.8% | -24.8% |
| 3Y | +297.1% | -36.1% | +333.2% | +303.6% |
| 5Y | +641.9% | -40.1% | +682.1% | +656.7% |
| 10Y | +1,142.3% | -36.9% | +1,179.2% | +1,124.6% |
| All | +1,142.3% | -35.6% | +1,177.9% | +1,124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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