-83.1%
CCG vs VT
+71.9%
-155.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.1% | +8.0% | +10.6% |
| 7D | +53.3% | -0.7% | +54.0% | +51.5% |
| 30D | +172.6% | -1.7% | +174.4% | +165.8% |
| 3M | -9.2% | -2.3% | -6.9% | -12.5% |
| 6M | +1,771.3% | +1.5% | +1,769.8% | +1,835.4% |
| YTD | +1,424.1% | +12.0% | +1,412.1% | +1,370.7% |
| 1Y | +1,193.5% | +12.9% | +1,180.6% | +1,140.5% |
| 3Y | +108.4% | +74.9% | +33.5% | +7.5% |
| All | -83.1% | +71.9% | -155.0% | -91.1% |
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