-100.0%
CDT vs VT
+70.5%
-170.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +1.7% | -25.6% | -24.4% |
| 7D | -38.6% | -0.3% | -38.3% | -38.5% |
| 30D | -94.4% | -1.4% | -93.0% | -94.4% |
| 3M | -99.9% | -1.4% | -98.5% | -99.9% |
| 6M | -100.0% | +5.5% | -105.5% | -100.0% |
| YTD | -100.0% | +12.8% | -112.8% | -100.0% |
| 1Y | -100.0% | +15.4% | -115.4% | -100.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +70.5% | -170.5% | -100.0% |
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