-15.3%
CCS vs VT
+69.7%
-85.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.5% |
| 7D | +5.0% | -2.3% | +7.3% | +7.7% |
| 30D | -2.0% | -5.0% | +3.0% | +3.6% |
| 3M | -19.5% | -4.9% | -14.6% | -14.9% |
| 6M | +2.8% | -1.5% | +4.4% | +4.3% |
| YTD | -5.5% | +8.5% | -14.0% | -14.5% |
| 1Y | -6.1% | +11.4% | -17.5% | -17.7% |
| 3Y | -15.3% | +70.1% | -85.4% | -64.8% |
| All | -15.3% | +69.7% | -85.1% | -64.8% |
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