+20.2%
CSRE vs VT
+33.7%
-13.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.5% |
| 7D | +6.2% | -0.3% | +6.5% | +6.4% |
| 30D | +10.1% | -1.4% | +11.5% | +10.8% |
| 3M | +0.6% | -1.4% | +2.0% | +1.3% |
| 6M | +4.0% | +5.5% | -1.5% | +0.6% |
| YTD | +16.4% | +12.8% | +3.5% | +7.9% |
| 1Y | +16.5% | +15.4% | +1.1% | +6.4% |
| All | +20.2% | +33.7% | -13.6% | -2.0% |
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 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