-11.6%
VST vs CNC
+3.7%
-15.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -6.0% | +16.5% | +7.7% |
| 7D | -9.8% | +1.9% | -11.7% | -7.8% |
| 30D | -25.1% | +7.3% | -32.5% | -23.8% |
| 3M | -11.6% | +8.6% | -20.2% | -11.0% |
| All | -11.6% | +3.7% | -15.3% | -11.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling