+734.1%
CYRX vs VT
+215.5%
+518.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | +0.2% | +18.8% | +18.7% |
| 7D | +10.5% | -2.3% | +12.8% | +14.3% |
| 30D | +10.1% | -5.0% | +15.0% | +19.0% |
| 3M | +29.8% | -4.9% | +34.7% | +40.3% |
| 6M | +50.5% | -1.5% | +52.1% | +54.1% |
| YTD | +99.0% | +8.5% | +90.5% | +77.2% |
| 1Y | +129.3% | +11.4% | +117.9% | +96.6% |
| 3Y | +93.3% | +70.1% | +23.2% | -4.0% |
| 5Y | -76.5% | +53.7% | -130.2% | -86.1% |
| All | +734.1% | +215.5% | +518.5% | +217.7% |
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