-89.5%
CYH vs VT
+374.2%
-463.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.9% |
| 30D | -2.0% | +1.0% | -3.0% | -3.3% |
| 3M | +3.6% | +2.4% | +1.2% | +0.3% |
| 6M | -15.7% | +12.0% | -27.7% | -27.2% |
| YTD | -7.4% | +15.3% | -22.7% | -22.8% |
| 1Y | +1.8% | +22.6% | -20.8% | -21.0% |
| 3Y | -19.0% | +74.7% | -93.7% | -58.4% |
| 5Y | -77.5% | +66.1% | -143.6% | -87.0% |
| 10Y | -73.2% | +225.0% | -298.2% | -91.9% |
| All | -89.5% | +374.2% | -463.7% | -98.2% |
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