+291.1%
CSM vs VT
+231.8%
+59.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.5% |
| 30D | -0.1% | -1.4% | +1.3% | +1.4% |
| 3M | -1.2% | -1.4% | +0.2% | +0.2% |
| 6M | +7.4% | +5.5% | +1.9% | +1.4% |
| YTD | +11.2% | +12.8% | -1.6% | -2.2% |
| 1Y | +14.4% | +15.4% | -1.0% | -1.8% |
| 3Y | +83.6% | +76.9% | +6.7% | +1.3% |
| 5Y | +72.3% | +60.4% | +11.9% | +5.3% |
| 10Y | +291.1% | +232.8% | +58.3% | +15.1% |
| All | +291.1% | +231.8% | +59.3% | +15.1% |
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