-53.7%
CSBR vs VT
+363.9%
-417.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -2.8% | -1.4% | -1.4% | -2.3% |
| 3M | -11.4% | -1.4% | -10.0% | -10.9% |
| 6M | -18.0% | +5.5% | -23.5% | -19.8% |
| YTD | -30.1% | +12.8% | -42.9% | -33.4% |
| 1Y | -28.6% | +15.4% | -44.0% | -32.5% |
| 3Y | -12.3% | +76.9% | -89.2% | -29.3% |
| 5Y | -52.2% | +60.4% | -112.6% | -60.4% |
| 10Y | +201.9% | +232.8% | -30.9% | +109.7% |
| All | -53.7% | +363.9% | -417.6% | -76.7% |
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