-88.7%
CHRS vs VT
+243.3%
-332.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.7% |
| 7D | +0.7% | +0.4% | +0.3% | 0.0% |
| 30D | -2.1% | +1.0% | -3.0% | -3.7% |
| 3M | -9.8% | +2.4% | -12.2% | -13.1% |
| 6M | -19.3% | +12.0% | -31.3% | -31.5% |
| YTD | 0.0% | +15.3% | -15.3% | -18.5% |
| 1Y | +8.4% | +22.6% | -14.2% | -18.5% |
| 3Y | -73.9% | +74.7% | -148.6% | -87.5% |
| 5Y | -91.0% | +66.1% | -157.1% | -95.2% |
| 10Y | -95.4% | +225.0% | -320.4% | -99.0% |
| All | -88.7% | +243.3% | -332.0% | -97.6% |
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 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