+22.8%
CCL vs VFC
-67.4%
+90.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +3.1% | +11.2% | -8.1% | -1.6% |
| 30D | +13.7% | +41.5% | -27.8% | -2.7% |
| 3M | +3.8% | +38.9% | -35.1% | -10.5% |
| 6M | +9.3% | +6.1% | +3.1% | +4.9% |
| YTD | -1.1% | +14.5% | -15.6% | -8.2% |
| 1Y | +14.6% | +46.0% | -31.4% | -4.6% |
| 3Y | +146.4% | +36.4% | +110.0% | +80.0% |
| All | +22.8% | -67.4% | +90.3% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling