+890.6%
CSW vs VT
+226.2%
+664.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | -6.9% | -1.6% | -5.3% | -5.3% |
| 30D | -7.6% | -2.5% | -5.1% | -5.0% |
| 3M | -18.6% | -1.3% | -17.3% | -17.4% |
| 6M | -2.5% | +3.1% | -5.6% | -5.1% |
| YTD | -4.4% | +10.9% | -15.3% | -13.8% |
| 1Y | +12.6% | +12.1% | +0.6% | +0.6% |
| 3Y | +61.9% | +73.9% | -12.0% | -5.4% |
| 5Y | +108.9% | +58.0% | +50.9% | +33.6% |
| All | +890.6% | +226.2% | +664.4% | +228.9% |
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