+478.0%
CHCI vs VT
+345.0%
+133.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -3.8% |
| 7D | -0.4% | -4.2% | +3.8% | +3.0% |
| 30D | -0.7% | -5.8% | +5.1% | +4.0% |
| 3M | +20.4% | -5.2% | +25.6% | +25.5% |
| 6M | +9.5% | +0.1% | +9.3% | +9.3% |
| YTD | +60.2% | +8.2% | +51.9% | +50.7% |
| 1Y | +24.1% | +10.1% | +14.0% | +15.4% |
| 3Y | +341.0% | +69.7% | +271.3% | +193.2% |
| 5Y | +311.7% | +53.4% | +258.4% | +189.4% |
| 10Y | +874.3% | +219.2% | +655.1% | +260.3% |
| All | +478.0% | +345.0% | +133.0% | -26.5% |
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