+226.0%
CDC vs VT
+220.6%
+5.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +1.1% | -1.6% | +2.7% | +2.0% |
| 30D | +8.1% | -2.5% | +10.5% | +9.5% |
| 3M | +2.2% | -1.3% | +3.5% | +2.8% |
| 6M | +7.4% | +3.1% | +4.3% | +5.1% |
| YTD | +20.5% | +10.9% | +9.5% | +12.7% |
| 1Y | +23.6% | +12.1% | +11.6% | +15.0% |
| 3Y | +54.1% | +73.9% | -19.8% | +10.2% |
| 5Y | +36.2% | +58.0% | -21.8% | +2.2% |
| 10Y | +177.8% | +225.5% | -47.7% | +30.7% |
| All | +226.0% | +220.6% | +5.4% | +53.5% |
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