-75.3%
CYH vs VT
+221.4%
-296.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | -3.1% | +1.0% | -4.1% | -4.6% |
| 30D | -5.3% | -0.2% | -5.1% | -5.1% |
| 3M | +2.9% | +4.5% | -1.6% | -4.6% |
| 6M | -15.2% | +14.1% | -29.3% | -32.4% |
| YTD | -9.0% | +14.8% | -23.7% | -28.2% |
| 1Y | -4.1% | +21.2% | -25.2% | -30.5% |
| 3Y | -9.6% | +76.6% | -86.1% | -64.4% |
| 5Y | -76.1% | +66.6% | -142.7% | -89.1% |
| 10Y | -75.3% | +222.3% | -297.5% | -95.8% |
| All | -75.3% | +221.4% | -296.7% | -95.8% |
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