-95.4%
CHPT vs VT
+142.9%
-238.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.2% |
| 7D | -8.4% | -1.1% | -7.3% | -6.9% |
| 30D | +41.6% | -1.0% | +42.5% | +44.8% |
| 3M | +37.7% | +3.2% | +34.5% | +34.3% |
| 6M | +64.1% | +12.5% | +51.6% | +44.6% |
| YTD | +36.4% | +14.1% | +22.4% | +18.5% |
| 1Y | -9.9% | +18.9% | -28.8% | -25.3% |
| 3Y | -92.1% | +74.1% | -166.2% | -95.6% |
| 5Y | -97.8% | +66.9% | -164.7% | -98.7% |
| All | -95.4% | +142.9% | -238.3% | -97.5% |
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