-24.1%
VST vs CCL
+11.3%
-35.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.6% |
| 7D | +19.2% | -0.3% | +19.5% | +19.2% |
| 30D | -17.2% | +10.3% | -27.5% | -19.1% |
| 3M | -8.1% | +6.6% | -14.7% | -10.0% |
| 6M | -8.1% | +20.0% | -28.2% | -12.5% |
| YTD | -16.3% | -1.9% | -14.4% | -18.1% |
| 1Y | -24.1% | +10.4% | -34.6% | -25.7% |
| All | -24.1% | +11.3% | -35.4% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling