+608.4%
VST vs CCL
+32.6%
+575.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +6.6% | -1.2% | +7.8% | +6.9% |
| 30D | -12.4% | +13.1% | -25.5% | -15.4% |
| 3M | -9.0% | +3.4% | -12.4% | -10.3% |
| 6M | -6.4% | +18.7% | -25.2% | -11.3% |
| YTD | -17.2% | -2.3% | -14.9% | -18.5% |
| 1Y | -22.0% | +14.2% | -36.2% | -26.5% |
| 3Y | +296.7% | +133.6% | +163.1% | +222.8% |
| All | +608.4% | +32.6% | +575.8% | +490.6% |
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