+56.5%
CHSCM vs VT
+215.5%
-159.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.3% | -2.3% | +2.6% | +1.0% |
| 30D | -5.5% | -5.0% | -0.5% | -3.9% |
| 3M | -8.5% | -4.9% | -3.6% | -7.0% |
| 6M | -8.1% | -1.5% | -6.6% | -7.8% |
| YTD | -5.2% | +8.5% | -13.6% | -8.1% |
| 1Y | -4.6% | +11.4% | -16.0% | -8.5% |
| 3Y | +13.1% | +70.1% | -57.0% | -8.2% |
| 5Y | +11.1% | +53.7% | -42.6% | -6.3% |
| All | +56.5% | +215.5% | -159.1% | -9.4% |
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