+204.3%
CXW vs VT
+221.4%
-17.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +7.1% | +1.0% | +6.1% | +6.0% |
| 30D | +8.6% | -0.2% | +8.9% | +8.8% |
| 3M | +41.8% | +4.5% | +37.2% | +34.6% |
| 6M | +94.1% | +14.1% | +80.0% | +66.8% |
| YTD | +83.4% | +14.8% | +68.7% | +56.0% |
| 1Y | +78.6% | +21.2% | +57.5% | +43.1% |
| 3Y | +246.7% | +76.6% | +170.1% | +80.9% |
| 5Y | +281.8% | +66.6% | +215.2% | +111.6% |
| 10Y | +204.3% | +222.3% | -18.0% | -22.7% |
| All | +204.3% | +221.4% | -17.2% | -22.7% |
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