+138.4%
CCK vs VT
+215.5%
-77.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +2.0% | -2.3% | +4.3% | +4.4% |
| 30D | +13.6% | -5.0% | +18.5% | +19.3% |
| 3M | +0.4% | -4.9% | +5.3% | +5.2% |
| 6M | +21.1% | -1.5% | +22.6% | +22.0% |
| YTD | +19.3% | +8.5% | +10.8% | +8.6% |
| 1Y | +27.9% | +11.4% | +16.5% | +13.0% |
| 3Y | +52.6% | +70.1% | -17.4% | -16.3% |
| 5Y | +20.1% | +53.7% | -33.6% | -26.2% |
| All | +138.4% | +215.5% | -77.1% | -34.9% |
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