-33.5%
CSCS vs VT
+22.4%
-55.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +2.0% |
| 7D | +10.7% | -2.3% | +13.1% | +8.4% |
| 30D | +24.0% | -5.0% | +29.0% | +18.5% |
| 3M | +26.1% | -4.9% | +31.0% | +20.8% |
| 6M | -8.3% | -1.5% | -6.8% | -9.0% |
| YTD | -25.1% | +8.5% | -33.6% | -19.8% |
| 1Y | -30.7% | +11.4% | -42.1% | -23.9% |
| All | -33.5% | +22.4% | -55.9% | -18.1% |
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