-15.5%
CCEC vs VT
+345.0%
-360.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +2.2% |
| 7D | +5.8% | -4.2% | +10.0% | +9.3% |
| 30D | +0.4% | -5.8% | +6.2% | +5.1% |
| 3M | -8.6% | -5.2% | -3.3% | -4.8% |
| 6M | +5.8% | +0.1% | +5.7% | +4.9% |
| YTD | +2.1% | +8.2% | -6.1% | -5.8% |
| 1Y | +7.0% | +10.1% | -3.1% | -2.7% |
| 3Y | +68.4% | +69.7% | -1.3% | +2.9% |
| 5Y | +78.6% | +53.4% | +25.2% | +17.3% |
| 10Y | +96.7% | +219.2% | -122.5% | -33.0% |
| All | -15.5% | +345.0% | -360.5% | -82.7% |
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