-100.0%
CNSY vs VT
+221.8%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.7% |
| 7D | +48.4% | +2.4% | +46.1% | +43.6% |
| 30D | -43.8% | -1.5% | -42.3% | -42.7% |
| 3M | -74.3% | -4.1% | -70.2% | -72.9% |
| 6M | -83.3% | +0.6% | -83.9% | -83.3% |
| YTD | -92.5% | +11.0% | -103.6% | -93.4% |
| 1Y | -92.7% | +13.3% | -106.0% | -93.7% |
| 3Y | -97.4% | +73.4% | -170.8% | -98.7% |
| 5Y | -99.9% | +57.4% | -157.3% | -99.9% |
| All | -100.0% | +221.8% | -321.8% | -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 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