+1,216.9%
VST vs CAH
+327.4%
+889.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +8.9% | +5.4% | +3.5% | +7.5% |
| 30D | +6.2% | +3.3% | +2.9% | +5.3% |
| 3M | -2.7% | +22.8% | -25.5% | -7.9% |
| 6M | -8.4% | +11.3% | -19.6% | -11.2% |
| YTD | -7.2% | +21.1% | -28.3% | -12.2% |
| 1Y | -20.9% | +67.2% | -88.1% | -32.1% |
| 3Y | +384.0% | +195.6% | +188.4% | +249.9% |
| 5Y | +757.1% | +413.8% | +343.2% | +419.7% |
| All | +1,216.9% | +327.4% | +889.5% | +644.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling