-90.8%
CNTY vs VT
+217.6%
-308.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | -30.2% | -3.1% | -27.2% | -26.4% |
| 3M | -50.0% | -3.5% | -46.5% | -46.9% |
| 6M | -60.0% | +0.5% | -60.5% | -60.5% |
| YTD | -54.9% | +10.8% | -65.7% | -62.3% |
| 1Y | -62.7% | +11.9% | -74.6% | -69.4% |
| 3Y | -86.6% | +73.0% | -159.6% | -94.9% |
| 5Y | -96.0% | +58.6% | -154.6% | -98.1% |
| 10Y | -90.8% | +219.2% | -310.0% | -98.0% |
| All | -90.8% | +217.6% | -308.5% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling