+52.4%
CCEL vs VT
+215.5%
-163.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -6.1% | -2.3% | -3.8% | -5.7% |
| 30D | +25.1% | -5.0% | +30.0% | +26.3% |
| 3M | +37.0% | -4.9% | +41.9% | +38.2% |
| 6M | +38.5% | -1.5% | +40.1% | +38.9% |
| YTD | +42.2% | +8.5% | +33.7% | +39.8% |
| 1Y | +13.7% | +11.4% | +2.3% | +11.3% |
| 3Y | +7.0% | +70.1% | -63.0% | -3.0% |
| 5Y | -50.2% | +53.7% | -104.0% | -54.0% |
| All | +52.4% | +215.5% | -163.1% | +11.3% |
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