-18.9%
CDXS vs VT
+75.0%
-93.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.9% |
| 7D | -8.2% | +0.4% | -8.6% | -9.1% |
| 30D | +0.7% | +1.0% | -0.3% | -1.3% |
| 3M | -47.9% | +2.4% | -50.2% | -50.6% |
| 6M | +35.2% | +12.0% | +23.2% | +3.6% |
| YTD | -10.4% | +15.3% | -25.8% | -36.0% |
| 1Y | -39.7% | +22.6% | -62.3% | -62.7% |
| All | -18.9% | +75.0% | -93.9% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling