-29.3%
VST vs CPAY
+31.3%
-60.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +2.0% | -2.7% | +4.6% | +1.9% |
| 30D | +1.5% | +0.6% | +0.9% | +1.5% |
| 3M | +6.3% | +17.0% | -10.8% | +6.7% |
| 6M | -10.3% | +24.1% | -34.4% | -9.1% |
| YTD | -8.6% | +35.7% | -44.3% | -6.3% |
| 1Y | -29.3% | +34.0% | -63.4% | -26.5% |
| All | -29.3% | +31.3% | -60.6% | -26.5% |
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