+766.9%
VST vs CNI
+11.4%
+755.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +9.9% | +2.5% | +7.4% | +8.9% |
| 30D | +7.9% | -2.5% | +10.4% | +8.9% |
| 3M | +3.4% | +2.7% | +0.7% | +1.9% |
| 6M | -4.1% | +16.9% | -21.1% | -10.4% |
| YTD | -5.7% | +26.3% | -32.0% | -14.5% |
| 1Y | -18.9% | +31.1% | -50.0% | -27.8% |
| 3Y | +359.1% | +21.1% | +338.0% | +309.8% |
| 5Y | +766.9% | +11.0% | +755.9% | +665.9% |
| All | +766.9% | +11.4% | +755.5% | +665.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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