+1,112.0%
VST vs CPB
-38.3%
+1,150.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.8% | +10.5% |
| 7D | -9.8% | +8.0% | -17.8% | -9.3% |
| 30D | -25.1% | +22.4% | -47.5% | -24.2% |
| 3M | -11.6% | +2.5% | -14.1% | -11.0% |
| 6M | -20.9% | +12.2% | -33.1% | -20.2% |
| YTD | -22.3% | -12.8% | -9.5% | -21.6% |
| 1Y | -32.0% | -19.2% | -12.8% | -31.5% |
| 3Y | +262.4% | -35.6% | +297.9% | +259.9% |
| 5Y | +563.4% | -31.4% | +594.8% | +549.6% |
| All | +1,112.0% | -38.3% | +1,150.4% | +1,139.3% |
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