+403.9%
CSWC vs VT
+226.2%
+177.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.0% | -1.6% | +3.6% | +3.3% |
| 30D | -0.3% | -2.5% | +2.2% | +1.6% |
| 3M | -0.3% | -1.3% | +1.0% | +0.7% |
| 6M | +2.7% | +3.1% | -0.4% | 0.0% |
| YTD | +14.9% | +10.9% | +3.9% | +5.4% |
| 1Y | +27.1% | +12.1% | +15.1% | +15.7% |
| 3Y | +51.1% | +73.9% | -22.8% | -2.6% |
| 5Y | +53.5% | +58.0% | -4.5% | +5.8% |
| All | +403.9% | +226.2% | +177.6% | +115.0% |
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