+18.6%
CHMI vs VT
+21.4%
-2.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +1.4% | +1.0% | +0.4% | +0.8% |
| 30D | +23.2% | -0.2% | +23.5% | +23.3% |
| 3M | +33.0% | +4.5% | +28.4% | +29.2% |
| 6M | +21.7% | +14.1% | +7.6% | +10.6% |
| YTD | +26.5% | +14.8% | +11.7% | +13.7% |
| 1Y | +18.6% | +21.2% | -2.6% | -1.4% |
| All | +18.6% | +21.4% | -2.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling