+144.1%
CHSCO vs VT
+258.3%
-114.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.2% | -2.3% | +2.6% | +0.7% |
| 30D | -1.5% | -5.0% | +3.4% | -0.4% |
| 3M | +0.4% | -4.9% | +5.2% | +1.4% |
| 6M | +0.6% | -1.5% | +2.1% | +0.8% |
| YTD | +3.1% | +8.5% | -5.4% | +0.9% |
| 1Y | +2.9% | +11.4% | -8.5% | 0.0% |
| 3Y | +21.8% | +70.1% | -48.3% | +6.1% |
| 5Y | +27.0% | +53.7% | -26.7% | +13.0% |
| 10Y | +70.1% | +220.0% | -149.9% | +23.9% |
| All | +144.1% | +258.3% | -114.2% | +80.3% |
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