-79.2%
CDXS vs VT
+217.6%
-296.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.1% |
| 7D | -7.4% | -0.1% | -7.3% | -7.2% |
| 30D | -29.1% | -3.1% | -26.0% | -25.2% |
| 3M | -33.3% | -3.5% | -29.8% | -29.1% |
| 6M | -64.9% | +0.5% | -65.4% | -65.1% |
| YTD | -38.7% | +10.8% | -49.4% | -48.3% |
| 1Y | -42.9% | +11.9% | -54.8% | -52.4% |
| 3Y | -39.8% | +73.0% | -112.7% | -73.7% |
| 5Y | -97.4% | +58.6% | -156.0% | -98.6% |
| 10Y | -79.2% | +219.2% | -298.4% | -94.2% |
| All | -79.2% | +217.6% | -296.8% | -94.2% |
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