-24.1%
VST vs CTVA
-5.7%
-18.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -24.3% | +25.1% | +2.5% |
| 7D | +19.2% | -23.7% | +42.8% | +21.0% |
| 30D | -17.2% | -31.2% | +14.1% | -14.2% |
| 3M | -8.1% | -18.7% | +10.6% | -6.1% |
| 6M | -8.1% | -25.5% | +17.4% | -6.8% |
| YTD | -16.3% | -8.0% | -8.2% | -21.6% |
| 1Y | -24.1% | -7.0% | -17.1% | -28.8% |
| All | -24.1% | -5.7% | -18.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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