-89.0%
CDXS vs VT
+415.9%
-504.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -8.2% | +0.4% | -8.6% | -8.8% |
| 30D | +0.7% | +1.0% | -0.3% | -0.5% |
| 3M | -47.9% | +2.4% | -50.2% | -49.5% |
| 6M | +35.2% | +12.0% | +23.2% | +15.5% |
| YTD | -10.4% | +15.3% | -25.8% | -26.3% |
| 1Y | -39.7% | +22.6% | -62.3% | -54.1% |
| 3Y | -18.9% | +74.7% | -93.6% | -59.1% |
| 5Y | -94.8% | +66.1% | -160.9% | -97.0% |
| 10Y | -66.0% | +225.0% | -291.0% | -90.1% |
| All | -89.0% | +415.9% | -504.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling