-100.0%
CNSP vs VT
+127.8%
-227.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -15.4% | -0.1% | -15.2% | -15.3% |
| 30D | -28.0% | -3.1% | -25.0% | -26.2% |
| 3M | -25.0% | -3.5% | -21.5% | -23.0% |
| 6M | -47.2% | +0.5% | -47.7% | -47.9% |
| YTD | -26.7% | +10.8% | -37.4% | -34.2% |
| 1Y | -40.7% | +11.9% | -52.6% | -47.2% |
| 3Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +127.8% | -227.8% | -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