-82.3%
CNTY vs VT
+346.0%
-428.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +11.5% | -2.3% | +13.9% | +14.1% |
| 30D | -41.4% | -5.0% | -36.5% | -38.3% |
| 3M | -51.3% | -4.9% | -46.4% | -48.8% |
| 6M | -58.9% | -1.5% | -57.3% | -58.2% |
| YTD | -56.4% | +8.5% | -64.9% | -59.6% |
| 1Y | -66.5% | +11.4% | -77.8% | -69.7% |
| 3Y | -87.4% | +70.1% | -157.5% | -92.3% |
| 5Y | -96.3% | +53.7% | -150.0% | -97.4% |
| 10Y | -90.8% | +220.0% | -310.7% | -95.8% |
| All | -82.3% | +346.0% | -428.3% | -92.8% |
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