-92.3%
CDXS vs VT
+384.1%
-476.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | +0.2% |
| 7D | -16.4% | -4.2% | -12.2% | -11.2% |
| 30D | -25.0% | -5.8% | -19.2% | -18.3% |
| 3M | -29.7% | -5.2% | -24.4% | -24.0% |
| 6M | -62.9% | +0.1% | -63.0% | -62.9% |
| YTD | -37.4% | +8.2% | -45.7% | -43.7% |
| 1Y | -52.6% | +10.1% | -62.7% | -58.1% |
| 3Y | -47.2% | +69.7% | -116.8% | -72.3% |
| 5Y | -97.5% | +53.4% | -150.8% | -98.4% |
| 10Y | -77.8% | +219.2% | -297.0% | -93.3% |
| All | -92.3% | +384.1% | -476.4% | -98.5% |
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 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