-29.4%
VST vs CNP
-5.7%
-23.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.5% | -4.6% |
| 7D | -19.9% | -5.3% | -14.6% | -17.0% |
| 30D | -29.7% | +3.7% | -33.3% | -29.7% |
| 3M | -19.6% | -1.1% | -18.5% | -18.9% |
| 6M | -29.4% | -7.1% | -22.3% | -27.4% |
| All | -29.4% | -5.7% | -23.7% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling