+608.4%
VST vs CLBK
+27.8%
+580.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +6.6% | +0.9% | +5.7% | +6.5% |
| 30D | -12.4% | +3.4% | -15.8% | -12.7% |
| 3M | -9.0% | -4.3% | -4.7% | -8.6% |
| 6M | -6.4% | +28.4% | -34.8% | -9.7% |
| YTD | -17.2% | +59.4% | -76.6% | -22.6% |
| 1Y | -22.0% | +64.8% | -86.8% | -27.6% |
| 3Y | +296.7% | +50.6% | +246.1% | +266.2% |
| All | +608.4% | +27.8% | +580.6% | +543.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling