+176.4%
CXW vs VT
+58.5%
+117.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.8% |
| 7D | +11.5% | +2.9% | +8.6% | +8.9% |
| 30D | -7.5% | -2.5% | -5.0% | -5.4% |
| 3M | -6.3% | -3.3% | -3.0% | -3.7% |
| 6M | +60.6% | +1.5% | +59.1% | +57.7% |
| YTD | +64.7% | +11.4% | +53.4% | +48.4% |
| 1Y | +84.3% | +11.9% | +72.4% | +65.2% |
| 3Y | +131.0% | +73.9% | +57.1% | +39.8% |
| 5Y | +176.4% | +57.9% | +118.5% | +78.8% |
| All | +176.4% | +58.5% | +117.8% | +78.8% |
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 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