+305.5%
CSPI vs VT
+345.0%
-39.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | -2.2% |
| 7D | -4.0% | -4.2% | +0.2% | -2.1% |
| 30D | -8.3% | -5.8% | -2.5% | -5.7% |
| 3M | -11.4% | -5.2% | -6.1% | -9.1% |
| 6M | -23.4% | +0.1% | -23.6% | -23.5% |
| YTD | -42.0% | +8.2% | -50.3% | -44.1% |
| 1Y | -39.4% | +10.1% | -49.6% | -42.0% |
| 3Y | -28.2% | +69.7% | -97.9% | -42.0% |
| 5Y | +72.0% | +53.4% | +18.6% | +43.7% |
| 10Y | +80.3% | +219.2% | -138.9% | +15.8% |
| All | +305.5% | +345.0% | -39.5% | +111.0% |
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