-44.7%
CHMI vs VT
+217.6%
-262.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.9% |
| 7D | -13.7% | -0.1% | -13.5% | -13.6% |
| 30D | -12.0% | -3.1% | -9.0% | -9.0% |
| 3M | -15.5% | -3.5% | -12.0% | -12.3% |
| 6M | -5.1% | +0.5% | -5.5% | -6.3% |
| YTD | +0.4% | +10.8% | -10.4% | -11.9% |
| 1Y | +16.6% | +11.9% | +4.7% | +1.3% |
| 3Y | +8.5% | +73.0% | -64.4% | -43.5% |
| 5Y | -42.8% | +58.6% | -101.4% | -67.2% |
| 10Y | -44.7% | +219.2% | -263.9% | -84.5% |
| All | -44.7% | +217.6% | -262.3% | -84.5% |
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