+1,179.1%
VST vs CCL
-32.2%
+1,211.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.7% |
| 7D | +19.2% | -0.3% | +19.5% | +19.3% |
| 30D | -17.2% | +10.3% | -27.5% | -19.1% |
| 3M | -8.1% | +6.6% | -14.7% | -9.9% |
| 6M | -8.1% | +20.0% | -28.2% | -12.4% |
| YTD | -16.3% | -1.9% | -14.4% | -17.4% |
| 1Y | -24.1% | +10.4% | -34.6% | -27.3% |
| 3Y | +300.2% | +134.8% | +165.4% | +229.4% |
| 5Y | +645.9% | +34.0% | +611.9% | +534.5% |
| All | +1,179.1% | -32.2% | +1,211.3% | +1,000.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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