+815.9%
CSWC vs VT
+356.1%
+459.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.0% | -1.6% | +3.6% | +3.4% |
| 30D | -0.3% | -2.5% | +2.2% | +1.8% |
| 3M | -0.3% | -1.3% | +1.0% | +0.8% |
| 6M | +2.7% | +3.1% | -0.4% | -0.3% |
| YTD | +14.9% | +10.9% | +3.9% | +4.5% |
| 1Y | +27.1% | +12.1% | +15.1% | +14.6% |
| 3Y | +51.1% | +73.9% | -22.8% | -7.0% |
| 5Y | +53.5% | +58.0% | -4.5% | +1.2% |
| 10Y | +399.9% | +225.5% | +174.4% | +70.2% |
| All | +815.9% | +356.1% | +459.8% | +114.6% |
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