-73.7%
CCOI vs VT
+21.4%
-95.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.3% |
| 7D | +7.0% | +1.0% | +6.0% | +5.4% |
| 30D | -2.6% | -0.2% | -2.4% | -2.2% |
| 3M | -42.4% | +4.5% | -47.0% | -46.3% |
| 6M | -58.1% | +14.1% | -72.1% | -66.1% |
| YTD | -55.1% | +14.8% | -69.9% | -65.2% |
| 1Y | -73.7% | +21.2% | -94.9% | -81.4% |
| All | -73.7% | +21.4% | -95.1% | -81.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling