-8.1%
CC vs VT
+214.8%
-222.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.5% | +0.2% |
| 7D | -3.3% | -4.2% | +0.8% | +4.9% |
| 30D | -9.4% | -5.8% | -3.6% | +1.4% |
| 3M | -12.1% | -5.2% | -6.9% | -2.5% |
| 6M | -53.9% | +0.1% | -54.1% | -54.1% |
| YTD | +9.7% | +8.2% | +1.5% | -6.3% |
| 1Y | +8.1% | +10.1% | -2.0% | -10.3% |
| 3Y | -44.8% | +69.7% | -114.5% | -78.6% |
| 5Y | -53.7% | +53.4% | -107.1% | -77.5% |
| All | -8.1% | +214.8% | -222.9% | -89.5% |
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