+168.2%
CXW vs VT
+215.5%
-47.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.3% |
| 7D | -7.2% | -2.3% | -4.8% | -4.7% |
| 30D | -9.9% | -5.0% | -4.9% | -4.8% |
| 3M | -11.1% | -4.9% | -6.2% | -6.5% |
| 6M | +35.4% | -1.5% | +37.0% | +36.4% |
| YTD | +50.0% | +8.5% | +41.5% | +35.1% |
| 1Y | +70.8% | +11.4% | +59.4% | +49.3% |
| 3Y | +113.6% | +70.1% | +43.6% | +15.2% |
| 5Y | +199.6% | +53.7% | +145.9% | +80.8% |
| All | +168.2% | +215.5% | -47.3% | -32.8% |
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 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