+173.8%
CCLD vs VT
+215.5%
-41.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.3% |
| 7D | +30.7% | -2.3% | +33.0% | +32.6% |
| 30D | +14.4% | -5.0% | +19.4% | +19.5% |
| 3M | -0.9% | -4.9% | +4.0% | +3.6% |
| 6M | -23.1% | -1.5% | -21.5% | -22.5% |
| YTD | -21.2% | +8.5% | -29.7% | -28.1% |
| 1Y | -33.7% | +11.4% | -45.1% | -41.1% |
| 3Y | +121.2% | +70.1% | +51.1% | +34.0% |
| 5Y | -71.9% | +53.7% | -125.6% | -81.2% |
| All | +173.8% | +215.5% | -41.7% | +8.7% |
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 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