+26.3%
CCAP vs VT
+121.0%
-94.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.1% | -1.6% | +6.7% | +6.3% |
| 30D | +3.7% | -2.5% | +6.2% | +5.5% |
| 3M | -13.4% | -1.3% | -12.1% | -12.7% |
| 6M | -27.8% | +3.1% | -30.9% | -29.6% |
| YTD | -25.9% | +10.9% | -36.9% | -31.6% |
| 1Y | -25.0% | +12.1% | -37.0% | -31.2% |
| 3Y | -17.9% | +73.9% | -91.8% | -45.4% |
| 5Y | -12.5% | +58.0% | -70.5% | -37.9% |
| All | +26.3% | +121.0% | -94.7% | -42.5% |
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 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