+589.8%
VST vs CLBK
+63.3%
+526.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -6.0% | +2.9% | -8.9% | -6.7% |
| 30D | -18.8% | +5.4% | -24.1% | -20.0% |
| 3M | -8.0% | +5.8% | -13.8% | -9.8% |
| 6M | -10.9% | +28.9% | -39.8% | -17.7% |
| YTD | -18.3% | +61.8% | -80.2% | -30.0% |
| 1Y | -29.9% | +63.1% | -93.0% | -40.2% |
| 3Y | +290.3% | +55.3% | +235.0% | +225.5% |
| 5Y | +635.3% | +28.0% | +607.3% | +518.1% |
| All | +589.8% | +63.3% | +526.5% | +399.2% |
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