-93.1%
CCOI vs VT
+69.7%
-162.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.2% | -15.4% | -15.5% |
| 7D | -40.9% | -2.3% | -38.6% | -37.4% |
| 30D | -60.0% | -5.0% | -55.0% | -55.9% |
| 3M | -63.4% | -4.9% | -58.6% | -59.7% |
| 6M | -75.9% | -1.5% | -74.4% | -74.4% |
| YTD | -81.5% | +8.5% | -89.9% | -82.3% |
| 1Y | -84.0% | +11.4% | -95.3% | -85.1% |
| 3Y | -93.1% | +70.1% | -163.2% | -95.5% |
| All | -93.1% | +69.7% | -162.9% | -95.5% |
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