+8.4%
CC vs VT
+224.3%
-215.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.0% | +0.4% | -2.5% | -2.9% |
| 30D | +5.5% | +1.0% | +4.5% | +3.7% |
| 3M | -29.0% | +2.4% | -31.4% | -31.8% |
| 6M | -11.9% | +12.0% | -23.9% | -29.5% |
| YTD | +31.7% | +15.3% | +16.3% | -0.2% |
| 1Y | +3.6% | +22.6% | -19.0% | -29.2% |
| 3Y | -51.4% | +74.7% | -126.1% | -82.0% |
| 5Y | -45.8% | +66.1% | -111.9% | -77.2% |
| 10Y | +56.0% | +225.0% | -169.0% | -78.6% |
| All | +8.4% | +224.3% | -215.9% | -85.9% |
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