+504.7%
CHKP vs VT
+346.0%
+158.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.9% |
| 7D | -5.2% | -2.3% | -2.9% | -3.8% |
| 30D | +10.6% | -5.0% | +15.6% | +14.2% |
| 3M | +15.1% | -4.9% | +20.0% | +18.7% |
| 6M | +26.2% | -1.5% | +27.7% | +26.4% |
| YTD | -22.3% | +8.5% | -30.8% | -27.6% |
| 1Y | -26.6% | +11.4% | -38.0% | -32.8% |
| 3Y | +3.9% | +70.1% | -66.2% | -29.1% |
| 5Y | +23.6% | +53.7% | -30.1% | -10.4% |
| 10Y | +74.4% | +220.0% | -145.5% | -24.4% |
| All | +504.7% | +346.0% | +158.7% | +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 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