-65.1%
CCM vs VT
+75.0%
-140.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +4.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.7% |
| 30D | -3.7% | +1.0% | -4.7% | -3.8% |
| 3M | -7.5% | +2.4% | -9.9% | -7.8% |
| 6M | +21.9% | +12.0% | +9.9% | +21.3% |
| YTD | +21.2% | +15.3% | +5.9% | +20.8% |
| 1Y | -10.7% | +22.6% | -33.3% | -10.2% |
| All | -65.1% | +75.0% | -140.0% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling