-100.0%
CNSY vs VT
+222.7%
-322.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.1% | -7.0% |
| 7D | -15.3% | -0.1% | -15.2% | -15.1% |
| 30D | -35.2% | -0.7% | -34.5% | -34.4% |
| 3M | -54.7% | +4.0% | -58.7% | -56.7% |
| 6M | -66.8% | +12.3% | -79.1% | -71.1% |
| YTD | -80.5% | +14.0% | -94.5% | -83.3% |
| 1Y | -79.7% | +20.3% | -100.0% | -83.6% |
| 3Y | -92.8% | +75.4% | -168.2% | -96.4% |
| 5Y | -99.6% | +66.0% | -165.6% | -99.8% |
| 10Y | -100.0% | +228.2% | -328.2% | -100.0% |
| All | -100.0% | +222.7% | -322.7% | -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