+1,216.9%
VST vs CPAY
+141.2%
+1,075.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +8.9% | +2.1% | +6.8% | +8.1% |
| 30D | +6.2% | +5.5% | +0.7% | +4.1% |
| 3M | -2.7% | +16.6% | -19.3% | -8.6% |
| 6M | -8.4% | +26.7% | -35.0% | -17.4% |
| YTD | -7.2% | +38.4% | -45.6% | -19.9% |
| 1Y | -20.9% | +30.1% | -51.0% | -30.7% |
| 3Y | +384.0% | +52.6% | +331.4% | +300.3% |
| 5Y | +757.1% | +59.0% | +698.1% | +580.6% |
| All | +1,216.9% | +141.2% | +1,075.7% | +865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling