+98.1%
CZNC vs VT
+222.7%
-124.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +1.7% | -0.7% | +2.3% | +2.3% |
| 3M | +20.3% | +4.0% | +16.3% | +15.2% |
| 6M | +18.3% | +12.3% | +6.0% | +4.4% |
| YTD | +32.3% | +14.0% | +18.3% | +14.7% |
| 1Y | +35.2% | +20.3% | +14.9% | +10.8% |
| 3Y | +73.6% | +75.4% | -1.9% | -4.1% |
| 5Y | +35.5% | +66.0% | -30.5% | -21.7% |
| 10Y | +98.1% | +228.2% | -130.1% | -45.1% |
| All | +98.1% | +222.7% | -124.6% | -45.1% |
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