-24.1%
VST vs CAG
-10.4%
-13.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.1% |
| 7D | +19.2% | -6.2% | +25.3% | +16.3% |
| 30D | -17.2% | +7.4% | -24.6% | -14.8% |
| 3M | -8.1% | -1.6% | -6.5% | -7.2% |
| 6M | -8.1% | +6.3% | -14.5% | -4.8% |
| YTD | -16.3% | -10.1% | -6.2% | -19.4% |
| 1Y | -24.1% | -10.2% | -13.9% | -27.3% |
| All | -24.1% | -10.4% | -13.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling