-28.5%
VST vs CNC
+93.0%
-121.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.1% |
| 7D | -0.5% | +3.0% | -3.5% | 0.0% |
| 30D | -17.1% | +4.9% | -21.9% | -16.6% |
| 3M | -4.6% | +4.2% | -8.8% | -4.1% |
| 6M | -9.1% | +22.5% | -31.5% | -8.0% |
| YTD | -16.6% | +66.6% | -83.2% | -18.3% |
| All | -28.5% | +93.0% | -121.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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