+111.8%
CHSCN vs VT
+231.3%
-119.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.3% |
| 30D | -3.1% | -5.0% | +1.8% | -1.7% |
| 3M | -5.2% | -4.9% | -0.3% | -3.8% |
| 6M | -4.3% | -1.5% | -2.8% | -4.1% |
| YTD | -0.9% | +8.5% | -9.4% | -3.8% |
| 1Y | -0.6% | +11.4% | -12.0% | -4.3% |
| 3Y | +15.4% | +70.1% | -54.7% | -4.7% |
| 5Y | +18.3% | +53.7% | -35.5% | +0.8% |
| 10Y | +61.6% | +220.0% | -158.4% | +2.3% |
| All | +111.8% | +231.3% | -119.5% | +33.4% |
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 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