+165.2%
CCB vs VT
+140.3%
+24.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.5% |
| 7D | -1.3% | -2.3% | +1.0% | +1.6% |
| 30D | +4.4% | -5.0% | +9.3% | +11.2% |
| 3M | -2.8% | -4.9% | +2.1% | +3.5% |
| 6M | -43.0% | -1.5% | -41.5% | -43.5% |
| YTD | -62.7% | +8.5% | -71.2% | -67.6% |
| 1Y | -59.1% | +11.4% | -70.5% | -65.6% |
| 3Y | +7.0% | +70.1% | -63.0% | -49.2% |
| 5Y | +6.5% | +53.7% | -47.2% | -41.5% |
| All | +165.2% | +140.3% | +24.9% | -33.6% |
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