-95.6%
CHRS vs VT
+222.7%
-318.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.7% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | +6.5% | -0.7% | +7.1% | +7.3% |
| 3M | -7.0% | +4.0% | -11.0% | -12.6% |
| 6M | -31.6% | +12.3% | -43.9% | -42.0% |
| YTD | -7.0% | +14.0% | -21.1% | -22.8% |
| 1Y | -2.2% | +20.3% | -22.5% | -24.2% |
| 3Y | -73.0% | +75.4% | -148.4% | -87.0% |
| 5Y | -91.6% | +66.0% | -157.6% | -95.6% |
| 10Y | -95.6% | +228.2% | -323.8% | -98.7% |
| All | -95.6% | +222.7% | -318.2% | -98.7% |
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