+175.4%
CXW vs VT
+374.2%
-198.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +2.7% | +0.4% | +2.2% | +2.3% |
| 30D | +11.1% | +1.0% | +10.2% | +10.2% |
| 3M | +50.5% | +2.4% | +48.1% | +46.9% |
| 6M | +88.0% | +12.0% | +76.0% | +69.3% |
| YTD | +81.6% | +15.3% | +66.3% | +59.0% |
| 1Y | +74.7% | +22.6% | +52.1% | +45.0% |
| 3Y | +215.5% | +74.7% | +140.9% | +91.9% |
| 5Y | +265.4% | +66.1% | +199.2% | +131.2% |
| 10Y | +201.7% | +225.0% | -23.3% | +13.0% |
| All | +175.4% | +374.2% | -198.8% | -32.3% |
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