-41.7%
CCL vs VFC
-69.4%
+27.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.9% |
| 7D | -4.4% | -2.3% | -2.0% | -3.1% |
| 30D | -18.2% | -13.4% | -4.8% | -11.2% |
| 3M | -17.7% | -23.7% | +6.0% | -5.2% |
| 6M | -13.0% | -24.5% | +11.5% | +0.5% |
| YTD | -24.5% | -27.8% | +3.4% | -10.7% |
| 1Y | -26.9% | -13.5% | -13.5% | -23.8% |
| 3Y | +50.8% | -27.1% | +77.9% | +31.7% |
| 5Y | -0.9% | -79.0% | +78.1% | +151.5% |
| 10Y | -41.7% | -68.7% | +27.1% | +40.8% |
| All | -41.7% | -69.4% | +27.7% | +40.8% |
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