-100.0%
CISS vs VT
+77.8%
-177.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.0% |
| 7D | -17.7% | +0.4% | -18.1% | -17.9% |
| 30D | -65.8% | +1.0% | -66.8% | -66.1% |
| 3M | -98.3% | +2.4% | -100.7% | -98.3% |
| 6M | -99.6% | +12.0% | -111.6% | -99.7% |
| YTD | -99.9% | +15.3% | -115.2% | -99.9% |
| 1Y | -100.0% | +22.6% | -122.6% | -100.0% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +77.8% | -177.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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