+500.1%
VST vs CPB
-31.1%
+531.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.0% |
| 7D | -19.9% | +11.6% | -31.5% | -17.3% |
| 30D | -29.7% | +23.3% | -53.0% | -25.3% |
| 3M | -19.6% | +1.6% | -21.2% | -17.9% |
| 6M | -29.4% | +13.9% | -43.3% | -25.8% |
| YTD | -29.7% | -11.7% | -18.0% | -29.3% |
| 1Y | -40.0% | -18.2% | -21.8% | -40.6% |
| 3Y | +231.0% | -35.2% | +266.2% | +206.6% |
| 5Y | +500.1% | -30.5% | +530.6% | +459.0% |
| All | +500.1% | -31.1% | +531.2% | +459.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling