-34.9%
VST vs CNP
+8.7%
-43.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.5% | -10.3% | -11.9% |
| 7D | -15.7% | -1.3% | -14.4% | -14.7% |
| 30D | -17.0% | +8.7% | -25.7% | -19.7% |
| 3M | -15.9% | -0.7% | -15.2% | -15.6% |
| 6M | -25.0% | -4.2% | -20.8% | -24.1% |
| YTD | -25.1% | +8.9% | -34.0% | -29.1% |
| 1Y | -34.9% | +8.3% | -43.2% | -37.3% |
| All | -34.9% | +8.7% | -43.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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