-72.3%
CSEX vs VT
+12.2%
-84.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.8% | +2.6% | +13.2% | +0.4% |
| 7D | -23.3% | +0.4% | -23.7% | -23.8% |
| 30D | -66.2% | -2.6% | -63.6% | -57.6% |
| 3M | -59.5% | -3.2% | -56.3% | -45.6% |
| 6M | -76.4% | +0.9% | -77.3% | -72.0% |
| YTD | -70.2% | +11.3% | -81.5% | -79.8% |
| All | -72.3% | +12.2% | -84.5% | -83.8% |
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