-98.8%
CHRN vs VT
+220.7%
-319.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.7% | -6.7% |
| 7D | -21.1% | -0.1% | -21.0% | -20.6% |
| 30D | -42.0% | -3.1% | -38.9% | -39.7% |
| 3M | -44.4% | -3.5% | -40.9% | -41.9% |
| 6M | -30.7% | +0.5% | -31.2% | -28.8% |
| YTD | +24.9% | +10.8% | +14.1% | +18.9% |
| 1Y | +115.8% | +11.9% | +103.9% | +104.7% |
| 3Y | -49.3% | +73.0% | -122.3% | -65.6% |
| 5Y | -82.6% | +58.6% | -141.2% | -87.3% |
| All | -98.8% | +220.7% | -319.5% | -99.6% |
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 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