+769.3%
VST vs CNP
+73.1%
+696.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +8.9% | +1.1% | +7.8% | +8.3% |
| 30D | +6.2% | -1.8% | +8.0% | +7.1% |
| 3M | -2.7% | -4.6% | +1.9% | -0.8% |
| 6M | -8.4% | -8.8% | +0.5% | -4.3% |
| YTD | -7.2% | +5.2% | -12.4% | -10.1% |
| 1Y | -20.9% | +8.3% | -29.2% | -24.9% |
| 3Y | +384.0% | +54.9% | +329.1% | +269.4% |
| All | +769.3% | +73.1% | +696.2% | +557.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling