+51.3%
CSR vs VT
+374.2%
-322.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | -7.0% | +1.0% | -8.0% | -7.7% |
| 3M | -10.6% | +2.4% | -13.0% | -12.5% |
| 6M | -13.4% | +12.0% | -25.4% | -20.9% |
| YTD | -18.5% | +15.3% | -33.9% | -27.3% |
| 1Y | -6.6% | +22.6% | -29.2% | -20.5% |
| 3Y | -4.4% | +74.7% | -79.0% | -37.7% |
| 5Y | -36.7% | +66.1% | -102.9% | -57.5% |
| 10Y | +28.5% | +225.0% | -196.5% | -48.0% |
| All | +51.3% | +374.2% | -322.9% | -57.2% |
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