+39.7%
CSMD vs VT
+69.4%
-29.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -1.1% |
| 7D | -8.2% | -4.2% | -4.0% | -3.3% |
| 30D | -7.8% | -5.8% | -2.0% | -0.8% |
| 3M | -8.9% | -5.2% | -3.7% | -2.7% |
| 6M | -4.6% | +0.1% | -4.7% | -4.5% |
| YTD | +2.1% | +8.2% | -6.1% | -6.8% |
| 1Y | -2.7% | +10.1% | -12.8% | -12.9% |
| All | +39.7% | +69.4% | -29.6% | -27.5% |
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