-93.9%
CHRS vs VT
+222.9%
-316.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.5% |
| 7D | -7.2% | -2.3% | -4.9% | -3.4% |
| 30D | -23.8% | -5.0% | -18.8% | -17.0% |
| 3M | -39.1% | -4.9% | -34.3% | -34.1% |
| 6M | -56.0% | -1.5% | -54.5% | -54.7% |
| YTD | -45.8% | +8.5% | -54.3% | -51.3% |
| 1Y | -48.3% | +11.4% | -59.7% | -55.2% |
| 3Y | -78.2% | +70.1% | -148.3% | -89.1% |
| 5Y | -95.7% | +53.7% | -149.4% | -97.4% |
| 10Y | -97.3% | +220.0% | -317.2% | -99.4% |
| All | -93.9% | +222.9% | -316.8% | -98.6% |
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