+604.2%
VST vs CLBK
+62.9%
+541.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.7% |
| 7D | -0.5% | +1.8% | -2.3% | -1.0% |
| 30D | -17.1% | +5.1% | -22.2% | -18.3% |
| 3M | -4.6% | +5.2% | -9.8% | -6.3% |
| 6M | -9.1% | +28.6% | -37.6% | -16.0% |
| YTD | -16.6% | +61.4% | -78.0% | -28.5% |
| 1Y | -29.5% | +64.7% | -94.2% | -40.0% |
| 3Y | +297.5% | +55.1% | +242.4% | +231.7% |
| 5Y | +654.5% | +28.4% | +626.2% | +532.6% |
| All | +604.2% | +62.9% | +541.3% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling