+228.9%
CCS vs VT
+239.1%
-10.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.7% | +0.4% | -7.2% | -7.3% |
| 30D | -9.0% | +1.0% | -10.0% | -10.3% |
| 3M | +15.3% | +2.4% | +12.9% | +11.0% |
| 6M | +0.6% | +12.0% | -11.4% | -14.8% |
| YTD | +10.4% | +15.3% | -5.0% | -10.7% |
| 1Y | -3.7% | +22.6% | -26.3% | -28.9% |
| 3Y | -11.0% | +74.7% | -85.6% | -61.1% |
| 5Y | -1.6% | +66.1% | -67.8% | -52.3% |
| 10Y | +244.8% | +225.0% | +19.8% | -24.4% |
| All | +228.9% | +239.1% | -10.3% | -30.6% |
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