-0.7%
CCL vs VCLT
+103.4%
-104.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -20.3% | -0.9% | -19.5% | -19.9% |
| 3M | -15.1% | -3.2% | -11.9% | -13.4% |
| 6M | -15.1% | -3.8% | -11.3% | -12.8% |
| YTD | -21.8% | -2.0% | -19.8% | -20.4% |
| 1Y | -24.8% | -0.8% | -24.0% | -24.1% |
| 3Y | +51.9% | +12.3% | +39.6% | +44.7% |
| 5Y | +4.0% | -15.4% | +19.4% | +8.6% |
| 10Y | -42.2% | +15.7% | -58.0% | -40.3% |
| All | -0.7% | +103.4% | -104.1% | +56.6% |
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