-47.1%
CDXS vs VT
+10.5%
-57.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.5% |
| 7D | -9.2% | -2.3% | -6.9% | -6.0% |
| 30D | -23.4% | -5.0% | -18.4% | -17.2% |
| 3M | -27.0% | -4.9% | -22.1% | -21.2% |
| 6M | -59.4% | -1.5% | -57.9% | -58.3% |
| YTD | -33.7% | +8.5% | -42.2% | -43.6% |
| 1Y | -47.1% | +11.4% | -58.4% | -58.9% |
| All | -47.1% | +10.5% | -57.6% | -58.9% |
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