-28.5%
VST vs CCL
+16.1%
-44.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +6.5% |
| 7D | -0.5% | +3.1% | -3.6% | -1.1% |
| 30D | -17.1% | +17.5% | -34.6% | -20.0% |
| 3M | -4.6% | +6.8% | -11.4% | -6.5% |
| 6M | -9.1% | +18.7% | -27.8% | -13.3% |
| YTD | -16.6% | +3.0% | -19.7% | -19.3% |
| All | -28.5% | +16.1% | -44.6% | -31.2% |
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