-99.7%
CHRN vs VT
+251.5%
-351.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.7% | -13.6% | -13.4% |
| 7D | -29.2% | -0.3% | -28.9% | -29.1% |
| 30D | -35.2% | -1.4% | -33.8% | -34.2% |
| 3M | -50.7% | -1.4% | -49.3% | -49.9% |
| 6M | +2.1% | +5.5% | -3.3% | 0.0% |
| YTD | +39.5% | +12.8% | +26.6% | +29.9% |
| 1Y | +134.9% | +15.4% | +119.5% | +116.2% |
| 3Y | -31.3% | +76.9% | -108.2% | -54.2% |
| 5Y | -81.0% | +60.4% | -141.4% | -86.4% |
| 10Y | -98.7% | +232.8% | -331.5% | -99.4% |
| All | -99.7% | +251.5% | -351.2% | -99.9% |
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