-52.9%
CSBR vs VT
+53.2%
-106.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +0.1% |
| 7D | -1.0% | -4.2% | +3.1% | +0.6% |
| 30D | -5.0% | -5.8% | +0.8% | -2.8% |
| 3M | -10.2% | -5.2% | -4.9% | -8.3% |
| 6M | -20.3% | +0.1% | -20.4% | -20.5% |
| YTD | -31.1% | +8.2% | -39.3% | -33.5% |
| 1Y | -30.0% | +10.1% | -40.1% | -32.9% |
| 3Y | -13.6% | +69.7% | -83.3% | -27.2% |
| 5Y | -52.9% | +53.4% | -106.2% | -60.5% |
| All | -52.9% | +53.2% | -106.1% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling