-97.4%
CDXS vs VT
+59.8%
-157.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -4.5% |
| 7D | -9.3% | -0.7% | -8.6% | -8.0% |
| 30D | -30.5% | -1.7% | -28.7% | -27.8% |
| 3M | -33.8% | -2.3% | -31.5% | -30.4% |
| 6M | -63.0% | +1.5% | -64.5% | -64.4% |
| YTD | -39.9% | +12.0% | -51.9% | -53.8% |
| 1Y | -45.6% | +12.9% | -58.4% | -58.6% |
| 3Y | -41.0% | +74.9% | -115.9% | -82.3% |
| 5Y | -97.4% | +59.9% | -157.3% | -99.0% |
| All | -97.4% | +59.8% | -157.1% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling