+1,474.4%
CSL vs VT
+374.2%
+1,100.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.2% | +0.4% | -1.7% | -1.6% |
| 30D | -8.3% | +1.0% | -9.3% | -9.1% |
| 3M | +3.1% | +2.4% | +0.8% | +1.1% |
| 6M | -8.9% | +12.0% | -20.9% | -17.7% |
| YTD | +11.1% | +15.3% | -4.2% | -2.3% |
| 1Y | -9.0% | +22.6% | -31.6% | -24.4% |
| 3Y | +35.6% | +74.7% | -39.1% | -17.9% |
| 5Y | +79.5% | +66.1% | +13.4% | +13.6% |
| 10Y | +279.8% | +225.0% | +54.8% | +33.2% |
| All | +1,474.4% | +374.2% | +1,100.2% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling