-12.1%
CHMI vs VT
+283.2%
-295.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.4% | +0.4% | +0.9% | +0.9% |
| 30D | +21.3% | +1.0% | +20.3% | +20.1% |
| 3M | +28.7% | +2.4% | +26.3% | +25.1% |
| 6M | +18.6% | +12.0% | +6.6% | +5.0% |
| YTD | +26.0% | +15.3% | +10.7% | +8.4% |
| 1Y | +19.9% | +22.6% | -2.7% | -3.0% |
| 3Y | +21.8% | +74.7% | -52.9% | -30.8% |
| 5Y | -26.7% | +66.1% | -92.9% | -56.7% |
| 10Y | -29.0% | +225.0% | -254.0% | -75.5% |
| All | -12.1% | +283.2% | -295.4% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling