+959.6%
CSM vs VT
+546.0%
+413.6%
-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 | -1.1% | -1.6% | +0.5% | +0.4% |
| 30D | -1.2% | -2.5% | +1.3% | +1.2% |
| 3M | -1.2% | -1.3% | +0.1% | 0.0% |
| 6M | +5.0% | +3.1% | +2.0% | +1.9% |
| YTD | +9.4% | +10.9% | -1.6% | -1.1% |
| 1Y | +11.3% | +12.1% | -0.7% | -0.3% |
| 3Y | +80.5% | +73.9% | +6.6% | +7.2% |
| 5Y | +69.3% | +58.0% | +11.3% | +10.1% |
| 10Y | +284.0% | +225.5% | +58.5% | +32.6% |
| All | +959.6% | +546.0% | +413.6% | +110.2% |
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