+50.5%
CSNR vs VT
+31.6%
+18.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +1.3% | +2.4% | -1.0% | -0.4% |
| 30D | -2.8% | -1.5% | -1.3% | -1.8% |
| 3M | -0.7% | -4.1% | +3.4% | +2.3% |
| 6M | -2.9% | +0.6% | -3.4% | -3.7% |
| YTD | +19.0% | +11.0% | +7.9% | +8.4% |
| 1Y | +24.7% | +13.3% | +11.3% | +11.5% |
| All | +50.5% | +31.6% | +18.9% | +17.4% |
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 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