+588.9%
VST vs CCL
+20.8%
+568.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | +2.6% | -12.4% | -10.7% |
| 30D | -25.1% | +13.1% | -38.3% | -27.7% |
| 3M | -11.6% | +3.3% | -14.9% | -12.9% |
| 6M | -20.9% | +8.7% | -29.6% | -23.4% |
| YTD | -22.3% | -1.6% | -20.7% | -23.7% |
| 1Y | -32.0% | +14.0% | -46.0% | -35.9% |
| 3Y | +262.4% | +145.1% | +117.2% | +192.5% |
| All | +588.9% | +20.8% | +568.2% | +479.3% |
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