+157.1%
CCLD vs VT
+214.8%
-57.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -4.1% | +24.1% | +23.9% |
| 7D | +20.0% | -4.2% | +24.2% | +24.1% |
| 30D | +4.3% | -5.8% | +10.1% | +10.0% |
| 3M | -15.0% | -5.2% | -9.7% | -10.8% |
| 6M | -26.3% | +0.1% | -26.4% | -27.0% |
| YTD | -26.0% | +8.2% | -34.3% | -32.3% |
| 1Y | -26.8% | +10.1% | -36.9% | -34.3% |
| 3Y | +109.7% | +69.7% | +40.0% | +27.3% |
| 5Y | -73.6% | +53.4% | -127.0% | -82.3% |
| All | +157.1% | +214.8% | -57.7% | +2.3% |
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