-93.8%
CHPT vs VT
+137.2%
-231.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.8% |
| 7D | +9.9% | +2.9% | +7.1% | +5.7% |
| 30D | +66.9% | -2.5% | +69.4% | +73.9% |
| 3M | +88.3% | -3.3% | +91.6% | +99.8% |
| 6M | +93.4% | +1.5% | +91.9% | +95.4% |
| YTD | +81.5% | +11.4% | +70.1% | +63.5% |
| 1Y | +24.6% | +11.9% | +12.7% | +11.9% |
| 3Y | -77.8% | +73.9% | -151.6% | -87.5% |
| 5Y | -97.8% | +57.9% | -155.6% | -98.6% |
| All | -93.8% | +137.2% | -231.0% | -96.5% |
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