-7.2%
CC vs VT
+211.9%
-219.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.9% | -1.6% | -0.3% | +1.0% |
| 30D | -4.5% | -2.5% | -2.0% | -0.1% |
| 3M | -23.1% | -1.3% | -21.7% | -21.0% |
| 6M | -52.4% | +3.1% | -55.4% | -55.1% |
| YTD | +12.6% | +10.9% | +1.7% | -8.2% |
| 1Y | +5.5% | +12.1% | -6.6% | -15.3% |
| 3Y | -43.3% | +73.9% | -117.2% | -78.9% |
| 5Y | -48.7% | +58.0% | -106.6% | -76.3% |
| 10Y | +8.8% | +225.5% | -216.6% | -85.1% |
| All | -7.2% | +211.9% | -219.2% | -87.0% |
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