+480.4%
CHMG vs VT
+346.0%
+134.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.8% | -2.3% | +0.6% | -0.9% |
| 30D | +5.1% | -5.0% | +10.1% | +7.0% |
| 3M | +2.7% | -4.9% | +7.6% | +4.5% |
| 6M | +27.6% | -1.5% | +29.1% | +28.0% |
| YTD | +54.3% | +8.5% | +45.8% | +49.3% |
| 1Y | +71.9% | +11.4% | +60.6% | +64.8% |
| 3Y | +108.9% | +70.1% | +38.8% | +73.2% |
| 5Y | +102.8% | +53.7% | +49.0% | +72.4% |
| 10Y | +286.5% | +220.0% | +66.6% | +180.8% |
| All | +480.4% | +346.0% | +134.4% | +321.3% |
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 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