+722.9%
CCEL vs VT
+345.0%
+377.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.2% |
| 7D | -4.6% | -4.2% | -0.5% | -3.5% |
| 30D | +27.6% | -5.8% | +33.4% | +29.7% |
| 3M | +36.0% | -5.2% | +41.2% | +37.9% |
| 6M | +40.2% | +0.1% | +40.1% | +40.1% |
| YTD | +43.9% | +8.2% | +35.7% | +40.4% |
| 1Y | +13.0% | +10.1% | +2.9% | +9.8% |
| 3Y | +6.9% | +69.7% | -62.8% | -8.6% |
| 5Y | -49.6% | +53.4% | -103.0% | -56.0% |
| 10Y | +54.3% | +219.2% | -164.9% | +3.8% |
| All | +722.9% | +345.0% | +377.9% | +205.8% |
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