+233.5%
CHPS vs VT
+73.6%
+160.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +2.9% | +0.4% | +2.4% | +1.9% |
| 30D | -0.7% | +1.0% | -1.7% | -2.6% |
| 3M | -12.7% | +2.4% | -15.1% | -15.1% |
| 6M | +49.4% | +12.0% | +37.4% | +23.8% |
| YTD | +77.8% | +15.3% | +62.5% | +40.2% |
| 1Y | +143.7% | +22.6% | +121.1% | +73.0% |
| 3Y | +249.1% | +74.7% | +174.4% | +40.6% |
| All | +233.5% | +73.6% | +160.0% | +36.6% |
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