-46.2%
CHMI vs VT
+222.7%
-268.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -9.0% | +2.9% | -11.9% | -11.9% |
| 30D | -12.6% | -2.5% | -10.1% | -10.2% |
| 3M | -20.2% | -3.3% | -16.9% | -17.3% |
| 6M | -5.7% | +1.5% | -7.2% | -8.1% |
| YTD | -1.9% | +11.4% | -13.2% | -14.3% |
| 1Y | +9.7% | +11.9% | -2.2% | -4.7% |
| 3Y | +6.1% | +73.9% | -67.7% | -45.1% |
| 5Y | -44.5% | +57.9% | -102.4% | -68.0% |
| All | -46.2% | +222.7% | -268.9% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling