+53.9%
CSL vs VT
+76.6%
-22.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.0% |
| 7D | +15.5% | -0.3% | +15.8% | +15.9% |
| 30D | +20.5% | -1.4% | +21.9% | +22.4% |
| 3M | +3.6% | -1.4% | +5.0% | +5.3% |
| 6M | +16.0% | +5.5% | +10.5% | +9.4% |
| YTD | +25.9% | +12.8% | +13.0% | +9.9% |
| 1Y | +23.6% | +15.4% | +8.2% | +5.1% |
| All | +53.9% | +76.6% | -22.6% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling