-98.8%
CHRN vs VT
+224.4%
-323.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.6% | +5.7% |
| 7D | -4.4% | -0.7% | -3.7% | -3.1% |
| 30D | -35.6% | -1.7% | -33.8% | -33.9% |
| 3M | -40.2% | -2.3% | -37.9% | -38.2% |
| 6M | -20.1% | +1.5% | -21.7% | -18.8% |
| YTD | +33.3% | +12.0% | +21.3% | +25.6% |
| 1Y | +130.9% | +12.9% | +118.0% | +117.2% |
| 3Y | -45.9% | +74.9% | -120.9% | -63.7% |
| 5Y | -81.0% | +59.9% | -141.0% | -86.3% |
| 10Y | -98.8% | +224.6% | -323.4% | -99.5% |
| All | -98.8% | +224.4% | -323.1% | -99.5% |
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