-20.9%
VST vs CL
+8.2%
-29.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +2.5% |
| 7D | +8.9% | -2.2% | +11.1% | +7.3% |
| 30D | +6.2% | -4.8% | +11.0% | +2.7% |
| 3M | -2.7% | +4.9% | -7.6% | +0.8% |
| 6M | -8.4% | -5.7% | -2.6% | -12.7% |
| YTD | -7.2% | +14.4% | -21.6% | +8.0% |
| 1Y | -20.9% | +8.7% | -29.6% | -14.1% |
| All | -20.9% | +8.2% | -29.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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