+626.9%
CSD vs VT
+356.1%
+270.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | +3.1% | -1.6% | +4.7% | +4.6% |
| 30D | +1.5% | -2.5% | +4.0% | +3.9% |
| 3M | -3.9% | -1.3% | -2.6% | -2.7% |
| 6M | +1.4% | +3.1% | -1.7% | -1.2% |
| YTD | +30.9% | +10.9% | +19.9% | +19.7% |
| 1Y | +35.8% | +12.1% | +23.8% | +23.4% |
| 3Y | +133.6% | +73.9% | +59.7% | +45.2% |
| 5Y | +100.9% | +58.0% | +43.0% | +36.8% |
| 10Y | +248.1% | +225.5% | +22.6% | +38.6% |
| All | +626.9% | +356.1% | +270.8% | +135.5% |
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 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