-85.9%
CCM vs VT
+53.2%
-139.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -3.6% |
| 7D | -2.7% | -4.2% | +1.4% | -2.5% |
| 30D | +11.2% | -5.8% | +17.0% | +11.6% |
| 3M | -26.7% | -5.2% | -21.5% | -26.5% |
| 6M | -26.6% | +0.1% | -26.7% | -26.4% |
| YTD | -7.8% | +8.2% | -16.0% | -7.3% |
| 1Y | -37.3% | +10.1% | -47.4% | -36.9% |
| 3Y | -67.9% | +69.7% | -137.6% | -65.9% |
| 5Y | -85.9% | +53.4% | -139.3% | -86.3% |
| All | -85.9% | +53.2% | -139.1% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling