+24.0%
CCL vs VCLT
+98.6%
-74.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -1.2% | -2.3% | +1.1% | +0.2% |
| 30D | +13.1% | +0.8% | +12.4% | +12.7% |
| 3M | +3.4% | -2.7% | +6.0% | +5.1% |
| 6M | +18.7% | -4.3% | +23.0% | +22.1% |
| YTD | -2.3% | -4.3% | +2.1% | +0.9% |
| 1Y | +14.2% | -4.4% | +18.6% | +17.9% |
| 3Y | +133.6% | +13.8% | +119.8% | +122.0% |
| 5Y | +33.5% | -17.0% | +50.5% | +41.1% |
| 10Y | -32.8% | +20.9% | -53.7% | -26.4% |
| All | +24.0% | +98.6% | -74.6% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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