-26.4%
CHMI vs VT
+66.2%
-92.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.4% | +0.4% | +0.9% | +1.0% |
| 30D | +21.3% | +1.0% | +20.3% | +20.2% |
| 3M | +28.7% | +2.4% | +26.3% | +25.6% |
| 6M | +18.6% | +12.0% | +6.6% | +6.4% |
| YTD | +26.0% | +15.3% | +10.7% | +10.1% |
| 1Y | +19.9% | +22.6% | -2.7% | -1.0% |
| 3Y | +21.8% | +74.7% | -52.9% | -26.9% |
| All | -26.4% | +66.2% | -92.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling