-46.3%
CHMI vs VT
+224.4%
-270.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -3.0% |
| 7D | -13.9% | -0.7% | -13.2% | -13.2% |
| 30D | -13.6% | -1.7% | -11.8% | -11.9% |
| 3M | -20.4% | -2.3% | -18.1% | -18.5% |
| 6M | -6.7% | +1.5% | -8.3% | -9.1% |
| YTD | -1.4% | +12.0% | -13.5% | -14.5% |
| 1Y | +11.1% | +12.9% | -1.8% | -4.4% |
| 3Y | +6.6% | +74.9% | -68.3% | -45.2% |
| 5Y | -43.9% | +59.9% | -103.9% | -68.2% |
| 10Y | -46.3% | +224.6% | -270.9% | -85.3% |
| All | -46.3% | +224.4% | -270.7% | -85.3% |
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 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