-42.7%
CCOI vs VT
+357.6%
-400.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +9.1% |
| 7D | -26.4% | +0.4% | -26.8% | -25.2% |
| 30D | -47.9% | -2.6% | -45.3% | -45.2% |
| 3M | -55.1% | -3.2% | -51.8% | -52.3% |
| 6M | -73.2% | +0.9% | -74.1% | -72.7% |
| YTD | -79.3% | +11.3% | -90.6% | -80.8% |
| 1Y | -81.0% | +14.0% | -95.0% | -82.8% |
| 3Y | -92.5% | +75.8% | -168.3% | -95.6% |
| 5Y | -92.5% | +57.8% | -150.3% | -95.1% |
| 10Y | -82.3% | +219.8% | -302.1% | -94.8% |
| All | -42.7% | +357.6% | -400.3% | -90.5% |
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 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