+1,058.9%
VST vs CNI
+130.8%
+928.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -6.0% | +0.4% | -6.4% | -6.3% |
| 30D | -18.8% | +7.6% | -26.4% | -21.8% |
| 3M | -8.0% | +1.9% | -9.9% | -9.3% |
| 6M | -10.9% | +14.8% | -25.7% | -17.5% |
| YTD | -18.3% | +30.5% | -48.8% | -29.1% |
| 1Y | -29.9% | +36.5% | -66.4% | -40.6% |
| 3Y | +290.3% | +20.7% | +269.6% | +243.2% |
| 5Y | +635.3% | +7.0% | +628.3% | +577.0% |
| 10Y | +1,162.4% | +136.0% | +1,026.4% | +716.9% |
| All | +1,058.9% | +130.8% | +928.2% | +636.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling