+283.5%
CSL vs VT
+224.5%
+59.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.2% | +0.4% | -1.7% | -1.7% |
| 30D | -8.3% | +1.0% | -9.3% | -9.2% |
| 3M | +3.1% | +2.4% | +0.8% | +0.9% |
| 6M | -8.9% | +12.0% | -20.9% | -18.6% |
| YTD | +11.1% | +15.3% | -4.2% | -3.8% |
| 1Y | -9.0% | +22.6% | -31.6% | -26.1% |
| 3Y | +35.6% | +74.7% | -39.1% | -22.6% |
| 5Y | +79.5% | +66.1% | +13.4% | +7.8% |
| All | +283.5% | +224.5% | +59.1% | +18.4% |
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