+161.5%
CSB vs VT
+214.8%
-53.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.8% |
| 7D | +0.6% | -4.2% | +4.8% | +4.5% |
| 30D | +7.2% | -5.8% | +13.0% | +13.1% |
| 3M | -0.4% | -5.2% | +4.8% | +4.4% |
| 6M | +4.7% | +0.1% | +4.6% | +3.7% |
| YTD | +16.2% | +8.2% | +8.0% | +6.4% |
| 1Y | +19.8% | +10.1% | +9.6% | +7.8% |
| 3Y | +46.9% | +69.7% | -22.8% | -13.2% |
| 5Y | +26.0% | +53.4% | -27.4% | -18.2% |
| All | +161.5% | +214.8% | -53.3% | -14.9% |
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