+1,112.0%
VST vs CNP
+138.0%
+974.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +9.7% |
| 7D | -9.8% | -4.2% | -5.6% | -7.5% |
| 30D | -25.1% | +5.5% | -30.7% | -27.0% |
| 3M | -11.6% | +0.6% | -12.2% | -11.6% |
| 6M | -20.9% | -2.8% | -18.1% | -19.8% |
| YTD | -22.3% | +7.9% | -30.2% | -25.2% |
| 1Y | -32.0% | +6.7% | -38.7% | -34.3% |
| 3Y | +262.4% | +61.1% | +201.2% | +181.0% |
| 5Y | +563.4% | +73.0% | +490.4% | +396.5% |
| All | +1,112.0% | +138.0% | +974.0% | +788.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling