+635.3%
VST vs CCL
+32.3%
+603.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -6.0% | +5.8% | -11.8% | -7.5% |
| 30D | -18.8% | +17.3% | -36.0% | -22.2% |
| 3M | -8.0% | +11.3% | -19.4% | -11.0% |
| 6M | -10.9% | +18.5% | -29.4% | -15.5% |
| YTD | -18.3% | +2.8% | -21.1% | -20.6% |
| 1Y | -29.9% | +16.7% | -46.7% | -34.3% |
| 3Y | +290.3% | +146.0% | +144.3% | +214.0% |
| 5Y | +635.3% | +33.6% | +601.7% | +509.7% |
| All | +635.3% | +32.3% | +603.0% | +509.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling