-82.0%
CNTY vs VT
+221.4%
-303.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.7% |
| 7D | -5.6% | +1.0% | -6.6% | -7.1% |
| 30D | -2.5% | -0.2% | -2.2% | -2.2% |
| 3M | -18.1% | +4.5% | -22.6% | -24.3% |
| 6M | -18.1% | +14.1% | -32.1% | -34.9% |
| YTD | -11.3% | +14.8% | -26.0% | -30.2% |
| 1Y | -56.5% | +21.2% | -77.7% | -68.6% |
| 3Y | -79.0% | +76.6% | -155.6% | -92.1% |
| 5Y | -91.2% | +66.6% | -157.8% | -96.2% |
| 10Y | -82.0% | +222.3% | -304.3% | -96.6% |
| All | -82.0% | +221.4% | -303.5% | -96.6% |
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