+1,002.6%
VST vs CAG
-38.3%
+1,040.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.3% | +10.6% |
| 7D | -9.8% | +5.8% | -15.6% | -10.0% |
| 30D | -25.1% | +16.4% | -41.5% | -25.7% |
| 3M | -11.6% | +3.8% | -15.4% | -11.7% |
| 6M | -20.9% | +10.8% | -31.7% | -21.5% |
| YTD | -22.3% | -5.8% | -16.5% | -22.1% |
| 1Y | -32.0% | -2.4% | -29.6% | -32.1% |
| 3Y | +262.4% | -33.4% | +295.8% | +266.9% |
| 5Y | +563.4% | -39.4% | +602.8% | +578.5% |
| 10Y | +1,120.7% | -37.5% | +1,158.2% | +1,097.6% |
| All | +1,002.6% | -38.3% | +1,040.9% | +978.2% |
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