+349.1%
CELC vs VT
+165.3%
+183.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | +0.2% | +2.9% | -2.7% | -2.3% |
| 30D | +1.6% | -2.5% | +4.1% | +4.1% |
| 3M | -30.3% | -3.3% | -27.0% | -28.0% |
| 6M | -48.5% | +1.5% | -50.1% | -49.1% |
| YTD | -35.7% | +11.4% | -47.0% | -41.5% |
| 1Y | -24.6% | +11.9% | -36.5% | -31.8% |
| 3Y | +495.8% | +73.9% | +421.9% | +275.5% |
| 5Y | +267.1% | +57.9% | +209.2% | +152.3% |
| All | +349.1% | +165.3% | +183.8% | +71.0% |
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