+396.4%
CCK vs VT
+363.9%
+32.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +1.9% |
| 7D | +7.3% | -0.3% | +7.6% | +7.6% |
| 30D | +17.1% | -1.4% | +18.5% | +18.4% |
| 3M | +2.9% | -1.4% | +4.3% | +3.9% |
| 6M | +26.8% | +5.5% | +21.3% | +20.4% |
| YTD | +22.4% | +12.8% | +9.5% | +9.4% |
| 1Y | +29.9% | +15.4% | +14.4% | +13.6% |
| 3Y | +55.2% | +76.9% | -21.7% | -8.1% |
| 5Y | +24.2% | +60.4% | -36.2% | -19.7% |
| 10Y | +150.0% | +232.8% | -82.8% | -10.5% |
| All | +396.4% | +363.9% | +32.5% | +42.7% |
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