-20.9%
VST vs CPAY
+29.9%
-50.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | +8.9% | +2.1% | +6.8% | +9.0% |
| 30D | +6.2% | +5.5% | +0.7% | +6.5% |
| 3M | -2.7% | +16.6% | -19.3% | -2.0% |
| 6M | -8.4% | +26.7% | -35.0% | -6.8% |
| YTD | -7.2% | +38.4% | -45.6% | -3.9% |
| 1Y | -20.9% | +30.1% | -51.0% | -21.3% |
| All | -20.9% | +29.9% | -50.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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