-100.0%
CNSY vs VT
+357.8%
-457.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.0% |
| 7D | +14.9% | +2.9% | +12.0% | +10.6% |
| 30D | -55.7% | -2.5% | -53.2% | -54.3% |
| 3M | -79.2% | -3.3% | -75.9% | -78.2% |
| 6M | -86.8% | +1.5% | -88.4% | -87.0% |
| YTD | -94.0% | +11.4% | -105.3% | -94.7% |
| 1Y | -94.5% | +11.9% | -106.4% | -95.2% |
| 3Y | -97.8% | +73.9% | -171.7% | -98.9% |
| 5Y | -99.9% | +57.9% | -157.8% | -99.9% |
| 10Y | -100.0% | +222.6% | -322.6% | -100.0% |
| All | -100.0% | +357.8% | -457.8% | -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