+373.4%
VST vs CCL
+53.4%
+320.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -5.0% | +14.0% | +10.9% |
| 30D | +6.2% | -20.3% | +26.5% | +15.0% |
| 3M | -2.7% | -15.1% | +12.4% | +2.3% |
| 6M | -8.4% | -15.1% | +6.8% | -4.7% |
| YTD | -7.2% | -21.8% | +14.6% | -1.1% |
| 1Y | -20.9% | -24.8% | +3.9% | -15.2% |
| All | +373.4% | +53.4% | +320.0% | +294.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling