-99.9%
CIRC vs VT
+53.2%
-153.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.1% | -7.9% | -9.6% |
| 7D | -14.2% | -4.2% | -10.1% | -12.0% |
| 30D | -58.7% | -5.8% | -52.9% | -57.1% |
| 3M | -69.8% | -5.2% | -64.5% | -68.7% |
| 6M | -83.9% | +0.1% | -84.0% | -83.9% |
| YTD | -84.6% | +8.2% | -92.8% | -85.8% |
| 1Y | -92.5% | +10.1% | -102.6% | -93.2% |
| 3Y | -98.1% | +69.7% | -167.7% | -98.9% |
| 5Y | -99.9% | +53.4% | -153.2% | -99.9% |
| All | -99.9% | +53.2% | -153.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling