-76.6%
CDXS vs VT
+223.7%
-300.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -1.6% |
| 7D | +5.7% | +0.4% | +5.3% | +5.0% |
| 30D | -21.3% | -2.6% | -18.7% | -17.7% |
| 3M | -24.5% | -3.2% | -21.3% | -20.1% |
| 6M | -61.1% | +0.9% | -62.0% | -61.6% |
| YTD | -31.9% | +11.3% | -43.2% | -43.1% |
| 1Y | -34.3% | +14.0% | -48.3% | -47.0% |
| 3Y | -30.6% | +75.8% | -106.5% | -70.5% |
| 5Y | -97.2% | +57.8% | -155.1% | -98.5% |
| 10Y | -76.6% | +219.8% | -296.4% | -93.5% |
| All | -76.6% | +223.7% | -300.3% | -93.5% |
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