-66.4%
CXM vs VT
+73.5%
-139.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -27.6% | +0.4% | -28.0% | -28.1% |
| 30D | -11.9% | +1.0% | -12.9% | -13.2% |
| 3M | +9.9% | +2.4% | +7.5% | +5.4% |
| 6M | -0.5% | +12.0% | -12.5% | -16.8% |
| YTD | -24.0% | +15.3% | -39.4% | -39.4% |
| 1Y | -24.5% | +22.6% | -47.1% | -45.2% |
| 3Y | -61.5% | +74.7% | -136.2% | -84.0% |
| 5Y | -61.6% | +66.1% | -127.7% | -81.0% |
| All | -66.4% | +73.5% | -139.9% | -85.3% |
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