+30.2%
CCAP vs VT
+124.8%
-94.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.9% |
| 7D | +7.0% | -0.3% | +7.3% | +7.2% |
| 30D | +6.9% | -1.4% | +8.3% | +8.0% |
| 3M | -13.5% | -1.4% | -12.1% | -12.7% |
| 6M | -25.4% | +5.5% | -30.9% | -28.4% |
| YTD | -23.6% | +12.8% | -36.5% | -30.3% |
| 1Y | -22.1% | +15.4% | -37.5% | -30.0% |
| 3Y | -15.4% | +76.9% | -92.2% | -44.3% |
| 5Y | -10.0% | +60.4% | -70.4% | -36.7% |
| All | +30.2% | +124.8% | -94.6% | -41.4% |
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