-60.9%
CSEX vs VT
+11.8%
-72.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.2% | +8.1% |
| 7D | -13.3% | -1.6% | -11.7% | -3.0% |
| 30D | -58.3% | -2.5% | -55.8% | -48.6% |
| 3M | -52.1% | -1.3% | -50.8% | -42.5% |
| 6M | -73.4% | +3.1% | -76.5% | -72.5% |
| YTD | -57.9% | +10.9% | -68.9% | -71.4% |
| All | -60.9% | +11.8% | -72.7% | -77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling