-87.8%
CCCC vs VT
+112.9%
-200.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +4.6% |
| 7D | -8.0% | -2.3% | -5.7% | -3.8% |
| 30D | +9.9% | -5.0% | +14.9% | +21.6% |
| 3M | -14.8% | -4.9% | -10.0% | -6.2% |
| 6M | +5.8% | -1.5% | +7.3% | +8.3% |
| YTD | +62.3% | +8.5% | +53.8% | +36.8% |
| 1Y | +30.3% | +11.4% | +18.9% | +4.4% |
| 3Y | +71.3% | +70.1% | +1.2% | -36.1% |
| 5Y | -93.1% | +53.7% | -146.9% | -96.9% |
| All | -87.8% | +112.9% | -200.8% | -95.3% |
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