-41.3%
CDXS vs VT
+23.4%
-64.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -5.8% |
| 7D | -14.5% | +0.1% | -14.6% | -14.6% |
| 30D | -0.7% | +0.8% | -1.5% | -1.8% |
| 3M | -47.8% | +2.8% | -50.6% | -49.8% |
| 6M | +44.9% | +13.0% | +31.9% | +18.5% |
| YTD | -12.9% | +15.4% | -28.2% | -32.2% |
| All | -41.3% | +23.4% | -64.7% | -60.1% |
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