+109.1%
CSCL vs VT
+30.1%
+79.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.7% | +0.4% | -2.1% | -2.5% |
| 30D | -21.4% | +1.0% | -22.4% | -22.9% |
| 3M | -33.4% | +2.4% | -35.8% | -35.7% |
| 6M | +63.3% | +12.0% | +51.3% | +36.9% |
| YTD | +73.6% | +15.3% | +58.2% | +41.5% |
| 1Y | +114.6% | +22.6% | +92.0% | +54.7% |
| All | +109.1% | +30.1% | +79.0% | +29.5% |
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