-47.9%
CCLD vs VT
+233.5%
-281.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -10.4% | +0.4% | -10.9% | -10.8% |
| 30D | -12.2% | +1.0% | -13.2% | -13.0% |
| 3M | -7.1% | +2.4% | -9.5% | -9.5% |
| 6M | -14.9% | +12.0% | -26.9% | -24.1% |
| YTD | -23.6% | +15.3% | -39.0% | -33.9% |
| 1Y | -36.3% | +22.6% | -58.9% | -47.9% |
| 3Y | +39.4% | +74.7% | -35.3% | -16.9% |
| 5Y | -72.5% | +66.1% | -138.6% | -82.6% |
| 10Y | +129.9% | +225.0% | -95.1% | -18.6% |
| All | -47.9% | +233.5% | -281.4% | -82.8% |
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