+987.2%
CSM vs VT
+571.6%
+415.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.2% | +0.4% | -0.3% | -0.2% |
| 30D | -0.2% | +1.0% | -1.2% | -1.1% |
| 3M | +2.9% | +2.4% | +0.5% | +0.5% |
| 6M | +13.3% | +12.0% | +1.3% | +1.5% |
| YTD | +12.2% | +15.3% | -3.1% | -2.2% |
| 1Y | +20.3% | +22.6% | -2.3% | -1.1% |
| 3Y | +78.5% | +74.7% | +3.9% | +5.6% |
| 5Y | +78.9% | +66.1% | +12.7% | +11.0% |
| 10Y | +278.0% | +225.0% | +53.0% | +30.1% |
| All | +987.2% | +571.6% | +415.6% | +108.0% |
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