-60.4%
CXM vs VT
+53.2%
-113.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +5.1% |
| 7D | +0.4% | -4.2% | +4.6% | +5.7% |
| 30D | +32.6% | -5.8% | +38.4% | +42.4% |
| 3M | +1.9% | -5.2% | +7.2% | +8.4% |
| 6M | +26.0% | +0.1% | +25.8% | +22.7% |
| YTD | -12.1% | +8.2% | -20.3% | -24.3% |
| 1Y | -9.4% | +10.1% | -19.5% | -24.2% |
| 3Y | -52.7% | +69.7% | -122.3% | -80.0% |
| 5Y | -60.4% | +53.4% | -113.8% | -78.0% |
| All | -60.4% | +53.2% | -113.6% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling