+897.3%
VST vs CNP
+143.1%
+754.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.5% | -4.8% |
| 7D | -19.9% | -5.3% | -14.6% | -17.5% |
| 30D | -29.7% | +3.7% | -33.3% | -30.8% |
| 3M | -19.6% | -1.1% | -18.5% | -19.0% |
| 6M | -29.4% | -7.1% | -22.3% | -26.9% |
| YTD | -29.7% | +6.0% | -35.7% | -31.8% |
| 1Y | -40.0% | +5.2% | -45.2% | -41.7% |
| 3Y | +231.0% | +57.5% | +173.5% | +159.4% |
| 5Y | +500.1% | +70.0% | +430.0% | +352.5% |
| 10Y | +1,004.2% | +137.8% | +866.4% | +623.2% |
| All | +897.3% | +143.1% | +754.3% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling