+462.5%
CVSA vs VT
+224.5%
+238.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.7% | +0.4% | -5.2% | -5.1% |
| 30D | -0.6% | +1.0% | -1.6% | -1.3% |
| 3M | +2.9% | +2.4% | +0.5% | +0.3% |
| 6M | +27.3% | +12.0% | +15.3% | +15.0% |
| YTD | +23.8% | +15.3% | +8.5% | +8.9% |
| 1Y | -5.0% | +22.6% | -27.5% | -20.7% |
| 3Y | +181.5% | +74.7% | +106.8% | +75.2% |
| 5Y | +245.3% | +66.1% | +179.1% | +122.2% |
| All | +462.5% | +224.5% | +238.0% | +103.6% |
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 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