+1,205.2%
VST vs CCL
-27.9%
+1,233.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +6.4% |
| 7D | -0.5% | +3.1% | -3.6% | -1.4% |
| 30D | -17.1% | +17.5% | -34.6% | -20.1% |
| 3M | -4.6% | +6.8% | -11.4% | -6.4% |
| 6M | -9.1% | +18.7% | -27.8% | -13.1% |
| YTD | -16.6% | +3.0% | -19.7% | -18.6% |
| 1Y | -29.5% | +17.7% | -47.2% | -33.3% |
| 3Y | +297.5% | +155.6% | +141.9% | +221.9% |
| 5Y | +654.5% | +30.2% | +624.4% | +544.5% |
| 10Y | +1,205.2% | -28.5% | +1,233.7% | +1,033.8% |
| All | +1,205.2% | -27.9% | +1,233.1% | +1,033.8% |
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