+1,002.6%
VST vs CAH
+370.9%
+631.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.5% | +9.1% | +10.2% |
| 7D | -9.8% | +8.5% | -18.3% | -11.7% |
| 30D | -25.1% | +17.0% | -42.2% | -28.2% |
| 3M | -11.6% | +14.6% | -26.2% | -14.8% |
| 6M | -20.9% | +42.5% | -63.5% | -28.1% |
| YTD | -22.3% | +33.5% | -55.8% | -28.5% |
| 1Y | -32.0% | +38.5% | -70.5% | -38.0% |
| 3Y | +262.4% | +179.0% | +83.4% | +167.1% |
| 5Y | +563.4% | +507.2% | +56.2% | +284.0% |
| 10Y | +1,120.7% | +448.9% | +671.7% | +594.8% |
| All | +1,002.6% | +370.9% | +631.7% | +506.7% |
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