-76.8%
CDXS vs VT
+215.5%
-292.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.5% |
| 7D | -9.2% | -2.3% | -6.9% | -5.6% |
| 30D | -23.4% | -5.0% | -18.4% | -16.4% |
| 3M | -27.0% | -4.9% | -22.1% | -20.5% |
| 6M | -59.4% | -1.5% | -57.9% | -58.2% |
| YTD | -33.7% | +8.5% | -42.2% | -42.2% |
| 1Y | -47.1% | +11.4% | -58.4% | -55.6% |
| 3Y | -38.3% | +70.1% | -108.4% | -72.2% |
| 5Y | -97.3% | +53.7% | -151.0% | -98.5% |
| All | -76.8% | +215.5% | -292.3% | -93.1% |
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 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