+1,112.0%
VST vs CCL
-30.2%
+1,142.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.5% | +10.1% | +10.5% |
| 7D | -9.8% | +3.1% | -12.9% | -10.7% |
| 30D | -25.1% | +13.7% | -38.8% | -27.4% |
| 3M | -11.6% | +3.8% | -15.4% | -12.8% |
| 6M | -20.9% | +9.3% | -30.2% | -23.1% |
| YTD | -22.3% | -1.1% | -21.2% | -23.5% |
| 1Y | -32.0% | +14.6% | -46.6% | -35.4% |
| 3Y | +262.4% | +146.4% | +116.0% | +195.6% |
| 5Y | +563.4% | +21.9% | +541.5% | +474.0% |
| All | +1,112.0% | -30.2% | +1,142.3% | +948.1% |
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