+1,093.0%
CCL vs VFC
+1,367.6%
-274.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.1% |
| 7D | +5.8% | +3.5% | +2.3% | +4.2% |
| 30D | +17.3% | +38.3% | -21.0% | -0.5% |
| 3M | +11.3% | +40.2% | -28.8% | -6.3% |
| 6M | +18.5% | +10.6% | +7.8% | +10.7% |
| YTD | +2.8% | +16.7% | -13.9% | -6.6% |
| 1Y | +16.7% | +45.0% | -28.2% | -5.3% |
| 3Y | +146.0% | +48.8% | +97.2% | +63.8% |
| 5Y | +33.6% | -67.6% | +101.2% | +96.7% |
| 10Y | -29.4% | -47.5% | +18.1% | -12.2% |
| All | +1,093.0% | +1,367.6% | -274.6% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling