+367.4%
CELC vs VT
+158.4%
+208.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.1% |
| 7D | -3.4% | -2.3% | -1.1% | -1.2% |
| 30D | +1.5% | -5.0% | +6.5% | +6.4% |
| 3M | -28.4% | -4.9% | -23.5% | -24.9% |
| 6M | -52.1% | -1.5% | -50.6% | -51.3% |
| YTD | -33.0% | +8.5% | -41.5% | -37.6% |
| 1Y | -10.0% | +11.4% | -21.4% | -18.1% |
| 3Y | +552.2% | +70.1% | +482.2% | +319.3% |
| 5Y | +252.6% | +53.7% | +198.9% | +148.2% |
| All | +367.4% | +158.4% | +208.9% | +82.2% |
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