+303.0%
CSL vs VT
+214.8%
+88.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -0.7% |
| 7D | +2.0% | -4.2% | +6.2% | +6.7% |
| 30D | +16.3% | -5.8% | +22.1% | +23.7% |
| 3M | -1.3% | -5.2% | +3.9% | +4.5% |
| 6M | +7.4% | +0.1% | +7.2% | +7.6% |
| YTD | +19.6% | +8.2% | +11.4% | +10.6% |
| 1Y | +16.6% | +10.1% | +6.5% | +6.0% |
| 3Y | +44.8% | +69.7% | -24.8% | -14.9% |
| 5Y | +71.7% | +53.4% | +18.3% | +11.9% |
| All | +303.0% | +214.8% | +88.2% | +29.3% |
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