-34.0%
CCL vs VFC
-48.6%
+14.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -2.3% |
| 7D | -1.2% | +1.6% | -2.8% | -2.1% |
| 30D | +13.1% | +25.5% | -12.4% | -0.9% |
| 3M | +3.4% | +41.3% | -37.9% | -15.7% |
| 6M | +18.7% | +22.2% | -3.5% | +3.4% |
| YTD | -2.3% | +16.4% | -18.7% | -12.7% |
| 1Y | +14.2% | +38.4% | -24.2% | -8.4% |
| 3Y | +133.6% | +56.2% | +77.4% | +30.5% |
| 5Y | +33.5% | -68.2% | +101.7% | +174.0% |
| All | -34.0% | -48.6% | +14.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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