-57.9%
CCLD vs VT
+226.2%
-284.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +2.9% | +3.0% |
| 7D | +1.7% | -0.3% | +2.0% | +2.1% |
| 30D | -11.8% | -1.4% | -10.3% | -10.3% |
| 3M | -30.8% | -1.4% | -29.4% | -29.6% |
| 6M | -38.1% | +5.5% | -43.6% | -41.2% |
| YTD | -38.4% | +12.8% | -51.2% | -45.3% |
| 1Y | -37.5% | +15.4% | -52.9% | -45.9% |
| 3Y | +74.8% | +76.9% | -2.1% | +3.3% |
| 5Y | -78.5% | +60.4% | -138.9% | -85.9% |
| 10Y | +114.3% | +232.8% | -118.5% | -25.3% |
| All | -57.9% | +226.2% | -284.2% | -85.7% |
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