+254.2%
CZNC vs VT
+357.6%
-103.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | +15.3% | -2.6% | +17.9% | +17.9% |
| 3M | +13.4% | -3.2% | +16.6% | +16.5% |
| 6M | +34.4% | +0.9% | +33.4% | +31.7% |
| YTD | +47.8% | +11.3% | +36.4% | +30.7% |
| 1Y | +54.7% | +14.0% | +40.7% | +33.5% |
| 3Y | +72.9% | +75.8% | -2.9% | -3.7% |
| 5Y | +36.2% | +57.8% | -21.6% | -17.8% |
| 10Y | +110.1% | +219.8% | -109.7% | -36.7% |
| All | +254.2% | +357.6% | -103.5% | -25.4% |
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