-51.5%
CYH vs VT
+223.7%
-275.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -1.9% |
| 7D | +7.6% | +0.4% | +7.3% | +7.2% |
| 30D | -18.1% | -2.6% | -15.5% | -14.6% |
| 3M | -24.7% | -3.2% | -21.4% | -20.8% |
| 6M | -19.0% | +0.9% | -19.9% | -20.9% |
| YTD | -27.6% | +11.3% | -38.9% | -40.1% |
| 1Y | -40.1% | +14.0% | -54.1% | -52.4% |
| 3Y | -3.4% | +75.8% | -79.3% | -62.3% |
| 5Y | -84.6% | +57.8% | -142.5% | -92.4% |
| 10Y | -51.5% | +219.8% | -271.3% | -91.7% |
| All | -51.5% | +223.7% | -275.2% | -91.7% |
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