+850.2%
CSWC vs VT
+374.2%
+476.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.5% | +0.4% | -3.9% | -3.9% |
| 30D | +1.4% | +1.0% | +0.5% | +0.6% |
| 3M | +7.2% | +2.4% | +4.8% | +4.8% |
| 6M | +14.4% | +12.0% | +2.3% | +3.3% |
| YTD | +19.2% | +15.3% | +3.8% | +4.9% |
| 1Y | +19.6% | +22.6% | -3.0% | -0.1% |
| 3Y | +57.0% | +74.7% | -17.6% | -3.7% |
| 5Y | +59.0% | +66.1% | -7.1% | +0.3% |
| 10Y | +391.3% | +225.0% | +166.3% | +67.6% |
| All | +850.2% | +374.2% | +476.0% | +115.5% |
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