+56.7%
CHSCM vs VT
+224.4%
-167.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -5.4% | -1.7% | -3.6% | -4.9% |
| 3M | -10.2% | -2.3% | -7.8% | -9.5% |
| 6M | -10.1% | +1.5% | -11.6% | -10.7% |
| YTD | -7.2% | +12.0% | -19.2% | -11.1% |
| 1Y | -6.7% | +12.9% | -19.6% | -10.9% |
| 3Y | +9.1% | +74.9% | -65.8% | -12.3% |
| 5Y | +9.3% | +59.9% | -50.6% | -9.2% |
| 10Y | +56.7% | +224.6% | -167.9% | -10.9% |
| All | +56.7% | +224.4% | -167.6% | -10.9% |
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