+191.3%
CCS vs VT
+231.8%
-40.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +6.5% |
| 7D | +0.8% | -0.3% | +1.1% | +1.4% |
| 30D | -1.7% | -1.4% | -0.3% | +0.4% |
| 3M | -18.4% | -1.4% | -17.0% | -16.6% |
| 6M | +11.8% | +5.5% | +6.3% | +3.2% |
| YTD | -2.3% | +12.8% | -15.1% | -18.3% |
| 1Y | -2.3% | +15.4% | -17.7% | -21.0% |
| 3Y | -14.2% | +76.9% | -91.0% | -63.3% |
| 5Y | -9.2% | +60.4% | -69.7% | -53.7% |
| 10Y | +211.8% | +232.8% | -21.0% | -32.6% |
| All | +191.3% | +231.8% | -40.5% | -36.5% |
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