+219.4%
CCD vs VT
+223.7%
-4.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +1.3% |
| 7D | +0.3% | +0.4% | 0.0% | -0.1% |
| 30D | -14.0% | -2.6% | -11.4% | -11.6% |
| 3M | -18.0% | -3.2% | -14.7% | -15.1% |
| 6M | -12.7% | +0.9% | -13.6% | -13.3% |
| YTD | +7.3% | +11.3% | -4.1% | -3.4% |
| 1Y | +6.9% | +14.0% | -7.1% | -5.9% |
| 3Y | +58.0% | +75.8% | -17.9% | -11.6% |
| 5Y | +4.2% | +57.8% | -53.7% | -34.9% |
| 10Y | +219.4% | +219.8% | -0.4% | +0.4% |
| All | +219.4% | +223.7% | -4.3% | +0.4% |
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