+331.2%
CSL vs VT
+231.8%
+99.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.2% |
| 7D | +15.5% | -0.3% | +15.8% | +15.8% |
| 30D | +20.5% | -1.4% | +21.9% | +22.2% |
| 3M | +3.6% | -1.4% | +5.0% | +5.1% |
| 6M | +16.0% | +5.5% | +10.5% | +10.1% |
| YTD | +25.9% | +12.8% | +13.0% | +11.4% |
| 1Y | +23.6% | +15.4% | +8.2% | +6.9% |
| 3Y | +52.4% | +76.9% | -24.4% | -14.3% |
| 5Y | +83.3% | +60.4% | +22.9% | +14.0% |
| 10Y | +331.2% | +232.8% | +98.4% | +30.6% |
| All | +331.2% | +231.8% | +99.4% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling