+1,121.2%
VST vs CPB
-39.4%
+1,160.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.1% |
| 7D | -6.0% | +2.9% | -8.9% | -5.8% |
| 30D | -18.8% | +17.6% | -36.4% | -17.9% |
| 3M | -8.0% | +2.0% | -10.1% | -7.5% |
| 6M | -10.9% | +11.6% | -22.6% | -10.2% |
| YTD | -18.3% | -13.8% | -4.6% | -17.7% |
| 1Y | -29.9% | -21.6% | -8.4% | -29.4% |
| 3Y | +290.3% | -35.8% | +326.1% | +286.8% |
| 5Y | +635.3% | -33.3% | +668.6% | +620.6% |
| All | +1,121.2% | -39.4% | +1,160.6% | +1,180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling