-35.0%
CSCS price history and return analytics
+13.3%
-48.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -1.3% |
| 7D | +2.1% | -0.7% | +2.8% | +2.0% |
| 30D | +13.3% | -1.7% | +15.0% | +12.1% |
| 3M | +16.8% | -2.3% | +19.1% | +15.4% |
| 6M | -8.1% | +1.5% | -9.7% | -5.8% |
| YTD | -30.4% | +12.0% | -42.4% | -24.2% |
| 1Y | -35.0% | +12.9% | -47.9% | -28.9% |
| All | -35.0% | +13.3% | -48.3% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling