+44.5%
CSTM vs VT
+275.6%
-231.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -0.1% |
| 7D | -12.6% | -4.2% | -8.4% | -5.5% |
| 30D | -17.7% | -5.8% | -11.9% | -8.0% |
| 3M | -29.3% | -5.2% | -24.0% | -21.8% |
| 6M | -36.3% | +0.1% | -36.4% | -36.0% |
| YTD | +11.4% | +8.2% | +3.1% | -2.0% |
| 1Y | +33.9% | +10.1% | +23.7% | +14.3% |
| 3Y | +23.1% | +69.7% | -46.6% | -50.9% |
| 5Y | +7.1% | +53.4% | -46.3% | -47.4% |
| 10Y | +296.0% | +219.2% | +76.8% | -31.3% |
| All | +44.5% | +275.6% | -231.1% | -77.2% |
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