+1,058.9%
VST vs CAG
-38.5%
+1,097.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -2.0% |
| 7D | -6.0% | +6.6% | -12.7% | -6.2% |
| 30D | -18.8% | +13.9% | -32.7% | -19.3% |
| 3M | -8.0% | +4.0% | -12.1% | -8.2% |
| 6M | -10.9% | +10.0% | -20.9% | -11.5% |
| YTD | -18.3% | -6.1% | -12.2% | -18.1% |
| 1Y | -29.9% | -4.3% | -25.6% | -29.9% |
| 3Y | +290.3% | -34.6% | +324.9% | +296.4% |
| 5Y | +635.3% | -39.4% | +674.7% | +651.5% |
| 10Y | +1,162.4% | -34.2% | +1,196.5% | +1,147.6% |
| All | +1,058.9% | -38.5% | +1,097.5% | +1,033.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling