-93.5%
CHRS vs VT
+231.3%
-324.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +2.3% |
| 7D | +9.2% | +0.4% | +8.8% | +9.4% |
| 30D | -23.6% | -2.6% | -21.0% | -19.6% |
| 3M | -35.6% | -3.2% | -32.4% | -32.0% |
| 6M | -53.3% | +0.9% | -54.2% | -53.6% |
| YTD | -42.4% | +11.3% | -53.7% | -50.1% |
| 1Y | -39.0% | +14.0% | -53.0% | -48.8% |
| 3Y | -48.9% | +75.8% | -124.7% | -75.7% |
| 5Y | -95.6% | +57.8% | -153.5% | -97.5% |
| 10Y | -97.0% | +219.8% | -316.8% | -99.3% |
| All | -93.5% | +231.3% | -324.8% | -98.5% |
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 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