-29.4%
VST vs CAG
+15.2%
-44.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.9% | -4.5% |
| 7D | -19.9% | +11.4% | -31.3% | -14.4% |
| 30D | -29.7% | +16.7% | -46.3% | -23.0% |
| 3M | -19.6% | +4.5% | -24.1% | -15.3% |
| 6M | -29.4% | +13.3% | -42.7% | -22.1% |
| All | -29.4% | +15.2% | -44.6% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling