+367.9%
CCNE vs VT
+374.2%
-6.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | -1.2% | +1.0% | -2.2% | -2.0% |
| 3M | +13.2% | +2.4% | +10.9% | +10.7% |
| 6M | +23.9% | +12.0% | +11.9% | +12.7% |
| YTD | +35.9% | +15.3% | +20.5% | +20.7% |
| 1Y | +36.1% | +22.6% | +13.5% | +15.1% |
| 3Y | +102.3% | +74.7% | +27.6% | +30.1% |
| 5Y | +63.9% | +66.1% | -2.2% | +8.7% |
| 10Y | +125.9% | +225.0% | -99.1% | -4.1% |
| All | +367.9% | +374.2% | -6.3% | +37.3% |
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 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