+611.5%
CCEL vs VT
+374.2%
+237.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +7.0% | +0.4% | +6.6% | +6.9% |
| 30D | +17.6% | +1.0% | +16.6% | +17.3% |
| 3M | +22.3% | +2.4% | +19.9% | +21.6% |
| 6M | +30.5% | +12.0% | +18.5% | +26.3% |
| YTD | +24.4% | +15.3% | +9.1% | +19.4% |
| 1Y | -7.8% | +22.6% | -30.3% | -13.0% |
| 3Y | -20.5% | +74.7% | -95.1% | -32.5% |
| 5Y | -60.7% | +66.1% | -126.8% | -66.4% |
| 10Y | +27.0% | +225.0% | -198.0% | -14.7% |
| All | +611.5% | +374.2% | +237.3% | +160.0% |
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