-100.0%
CNSP vs VT
+134.5%
-234.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | +12.7% | -0.7% | +13.3% | +13.1% |
| 3M | +25.9% | +4.0% | +21.9% | +21.1% |
| 6M | +91.4% | +12.3% | +79.1% | +70.8% |
| YTD | +10.1% | +14.0% | -3.9% | -3.4% |
| 1Y | -12.4% | +20.3% | -32.7% | -26.7% |
| 3Y | -100.0% | +75.4% | -175.4% | -100.0% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +134.5% | -234.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling