+478.5%
CHMG vs VT
+374.2%
+104.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | +0.4% | +3.5% | +3.8% |
| 30D | +2.6% | +1.0% | +1.6% | +2.2% |
| 3M | +22.2% | +2.4% | +19.8% | +20.9% |
| 6M | +50.9% | +12.0% | +38.9% | +44.5% |
| YTD | +53.8% | +15.3% | +38.4% | +45.7% |
| 1Y | +61.2% | +22.6% | +38.6% | +49.4% |
| 3Y | +129.6% | +74.7% | +54.9% | +88.4% |
| 5Y | +105.1% | +66.1% | +38.9% | +69.6% |
| 10Y | +288.8% | +225.0% | +63.8% | +176.7% |
| All | +478.5% | +374.2% | +104.4% | +311.0% |
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