+75.5%
CNYA vs VT
+251.0%
-175.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.8% |
| 30D | -3.6% | -0.2% | -3.4% | -3.4% |
| 3M | -2.0% | +4.5% | -6.6% | -4.9% |
| 6M | +0.9% | +14.1% | -13.1% | -7.4% |
| YTD | +2.0% | +14.8% | -12.8% | -6.9% |
| 1Y | +8.2% | +21.2% | -13.0% | -4.7% |
| 3Y | +37.1% | +76.6% | -39.5% | -6.9% |
| 5Y | -7.9% | +66.6% | -74.5% | -35.5% |
| 10Y | +62.1% | +222.3% | -160.2% | -23.7% |
| All | +75.5% | +251.0% | -175.4% | -19.8% |
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