-90.9%
CNTY vs VT
+223.7%
-314.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | -0.8% |
| 7D | +7.1% | +0.4% | +6.8% | +6.4% |
| 30D | -30.2% | -2.6% | -27.6% | -27.0% |
| 3M | -50.4% | -3.2% | -47.2% | -47.6% |
| 6M | -60.0% | +0.9% | -60.9% | -60.8% |
| YTD | -54.9% | +11.3% | -66.2% | -62.6% |
| 1Y | -65.1% | +14.0% | -79.1% | -72.3% |
| 3Y | -86.8% | +75.8% | -162.7% | -95.1% |
| 5Y | -96.1% | +57.8% | -153.9% | -98.1% |
| 10Y | -90.9% | +219.8% | -310.7% | -98.0% |
| All | -90.9% | +223.7% | -314.6% | -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