+257.1%
CSTM vs VT
+224.5%
+32.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.6% | +0.4% | +0.1% | -0.4% |
| 30D | -8.5% | +1.0% | -9.5% | -10.3% |
| 3M | -24.9% | +2.4% | -27.3% | -28.1% |
| 6M | +1.9% | +12.0% | -10.1% | -17.2% |
| YTD | +44.0% | +15.3% | +28.6% | +10.6% |
| 1Y | +94.6% | +22.6% | +72.0% | +33.0% |
| 3Y | +49.9% | +74.7% | -24.7% | -47.6% |
| 5Y | +29.0% | +66.1% | -37.1% | -49.4% |
| All | +257.1% | +224.5% | +32.6% | -57.0% |
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 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