-48.7%
CCOI vs VT
+346.0%
-394.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.2% | -15.4% | -15.4% |
| 7D | -40.9% | -2.3% | -38.6% | -38.4% |
| 30D | -60.0% | -5.0% | -55.0% | -56.9% |
| 3M | -63.4% | -4.9% | -58.6% | -60.6% |
| 6M | -75.9% | -1.5% | -74.4% | -74.9% |
| YTD | -81.5% | +8.5% | -89.9% | -82.4% |
| 1Y | -84.0% | +11.4% | -95.3% | -85.2% |
| 3Y | -93.1% | +70.1% | -163.2% | -95.8% |
| 5Y | -93.2% | +53.7% | -146.9% | -95.5% |
| 10Y | -83.5% | +220.0% | -303.5% | -95.2% |
| All | -48.7% | +346.0% | -394.7% | -91.3% |
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