+186.8%
CXT vs VT
+215.5%
-28.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.2% |
| 7D | -1.8% | -2.3% | +0.6% | +1.2% |
| 30D | +19.5% | -5.0% | +24.5% | +27.4% |
| 3M | +6.3% | -4.9% | +11.2% | +13.2% |
| 6M | +27.1% | -1.5% | +28.7% | +29.5% |
| YTD | +23.8% | +8.5% | +15.3% | +11.2% |
| 1Y | -4.8% | +11.4% | -16.1% | -17.2% |
| 3Y | +11.0% | +70.1% | -59.1% | -43.5% |
| 5Y | +67.3% | +53.7% | +13.6% | -2.2% |
| All | +186.8% | +215.5% | -28.7% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling