+1,238.2%
VST vs CAH
+315.8%
+922.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.3% |
| 7D | +9.9% | +0.5% | +9.4% | +9.7% |
| 30D | +7.9% | +1.7% | +6.2% | +7.4% |
| 3M | +3.4% | +17.9% | -14.4% | -1.0% |
| 6M | -4.1% | +10.9% | -15.0% | -7.0% |
| YTD | -5.7% | +17.9% | -23.6% | -10.2% |
| 1Y | -18.9% | +61.7% | -80.6% | -29.8% |
| 3Y | +359.1% | +183.7% | +175.3% | +235.5% |
| 5Y | +766.9% | +401.3% | +365.5% | +428.7% |
| All | +1,238.2% | +315.8% | +922.4% | +661.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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