+731.1%
CSQ vs VT
+371.8%
+359.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.2% |
| 30D | +0.9% | -0.2% | +1.2% | +1.2% |
| 3M | +7.5% | +4.5% | +3.0% | +3.0% |
| 6M | +18.9% | +14.1% | +4.9% | +4.6% |
| YTD | +14.3% | +14.8% | -0.4% | 0.0% |
| 1Y | +20.3% | +21.2% | -0.9% | -0.2% |
| 3Y | +77.2% | +76.6% | +0.6% | +2.4% |
| 5Y | +64.5% | +66.6% | -2.1% | +1.3% |
| 10Y | +342.1% | +222.3% | +119.9% | +52.5% |
| All | +731.1% | +371.8% | +359.2% | +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