-34.6%
CCC vs VT
+114.2%
-148.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.3% |
| 30D | +9.8% | -3.1% | +12.9% | +12.5% |
| 3M | +10.6% | -3.5% | +14.1% | +13.7% |
| 6M | +50.3% | +0.5% | +49.8% | +49.0% |
| YTD | -3.0% | +10.8% | -13.8% | -11.6% |
| 1Y | +2.9% | +11.9% | -9.0% | -7.0% |
| 3Y | -32.7% | +73.0% | -105.7% | -59.0% |
| 5Y | -33.8% | +58.6% | -92.4% | -56.9% |
| All | -34.6% | +114.2% | -148.7% | -61.2% |
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