-74.0%
CORD vs VT
+13.2%
-87.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.2% | -13.0% | -11.3% |
| 7D | +26.1% | -2.3% | +28.4% | +9.1% |
| 30D | +156.6% | -5.0% | +161.6% | +100.0% |
| 3M | +68.9% | -4.9% | +73.7% | +36.1% |
| 6M | +86.0% | -1.5% | +87.5% | +129.0% |
| YTD | -82.0% | +8.5% | -90.5% | -49.0% |
| 1Y | -74.9% | +11.4% | -86.3% | -10.8% |
| All | -74.0% | +13.2% | -87.2% | -4.8% |
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