-17.2%
CDRO vs VT
+79.4%
-96.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.0% | -2.3% | +0.4% | -0.2% |
| 30D | -8.6% | -5.0% | -3.7% | -5.2% |
| 3M | -4.8% | -4.9% | +0.1% | -1.4% |
| 6M | -6.3% | -1.5% | -4.8% | -5.6% |
| YTD | +5.6% | +8.5% | -2.9% | -1.5% |
| 1Y | +49.0% | +11.4% | +37.7% | +36.2% |
| 3Y | +178.9% | +70.1% | +108.9% | +86.5% |
| 5Y | -15.3% | +53.7% | -69.0% | -41.2% |
| All | -17.2% | +79.4% | -96.6% | -44.8% |
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