-16.0%
CSBR vs VT
+69.7%
-85.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.4% | -2.3% | +1.9% | +0.8% |
| 30D | -1.8% | -5.0% | +3.1% | +0.9% |
| 3M | -7.7% | -4.9% | -2.8% | -5.2% |
| 6M | -19.9% | -1.5% | -18.4% | -19.6% |
| YTD | -30.7% | +8.5% | -39.2% | -34.4% |
| 1Y | -30.4% | +11.4% | -41.8% | -35.2% |
| 3Y | -16.0% | +70.1% | -86.0% | -29.8% |
| All | -16.0% | +69.7% | -85.7% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling