+193.9%
CSBR vs VT
+215.5%
-21.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +1.5% |
| 30D | -1.8% | -5.0% | +3.1% | +2.5% |
| 3M | -7.7% | -4.9% | -2.8% | -3.7% |
| 6M | -19.9% | -1.5% | -18.4% | -19.4% |
| YTD | -30.7% | +8.5% | -39.2% | -36.3% |
| 1Y | -30.4% | +11.4% | -41.8% | -37.5% |
| 3Y | -16.0% | +70.1% | -86.0% | -49.9% |
| 5Y | -52.6% | +53.7% | -106.3% | -69.3% |
| All | +193.9% | +215.5% | -21.7% | -7.5% |
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