-99.9%
CODX vs VT
+170.1%
-269.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.9% |
| 7D | -30.0% | -2.3% | -27.7% | -28.7% |
| 30D | -77.1% | -5.0% | -72.1% | -76.3% |
| 3M | -81.9% | -4.9% | -77.0% | -81.3% |
| 6M | -84.3% | -1.5% | -82.8% | -84.0% |
| YTD | -94.9% | +8.5% | -103.4% | -95.0% |
| 1Y | -97.8% | +11.4% | -109.2% | -97.9% |
| 3Y | -99.3% | +70.1% | -169.4% | -99.3% |
| 5Y | -99.9% | +53.7% | -153.6% | -99.9% |
| All | -99.9% | +170.1% | -269.9% | -99.9% |
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 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