+108.6%
CHMG vs VT
+66.2%
+42.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | +3.9% | -0.2% | +4.2% | +4.0% |
| 3M | +18.8% | +4.5% | +14.2% | +16.5% |
| 6M | +55.4% | +14.1% | +41.4% | +46.8% |
| YTD | +53.0% | +14.8% | +38.3% | +44.2% |
| 1Y | +62.4% | +21.2% | +41.2% | +49.5% |
| 3Y | +128.5% | +76.6% | +51.9% | +87.1% |
| 5Y | +108.6% | +66.6% | +42.0% | +69.3% |
| All | +108.6% | +66.2% | +42.4% | +69.3% |
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