+683.8%
VST vs CLBK
+67.9%
+615.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +1.2% | +7.7% | +8.5% |
| 30D | +6.2% | +9.1% | -2.9% | +3.5% |
| 3M | -2.7% | +27.7% | -30.4% | -9.7% |
| 6M | -8.4% | +40.8% | -49.2% | -17.4% |
| YTD | -7.2% | +66.4% | -73.6% | -20.9% |
| 1Y | -20.9% | +72.4% | -93.3% | -33.8% |
| 3Y | +384.0% | +50.7% | +333.3% | +309.5% |
| 5Y | +757.1% | +42.9% | +714.1% | +580.3% |
| All | +683.8% | +67.9% | +615.9% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling