+807.8%
CCL vs VFC
+845.1%
-37.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -1.1% |
| 7D | -5.0% | -1.6% | -3.4% | -4.3% |
| 30D | -20.3% | -11.6% | -8.7% | -15.2% |
| 3M | -15.1% | -18.1% | +3.0% | -7.2% |
| 6M | -15.1% | -27.4% | +12.2% | -1.5% |
| YTD | -21.8% | -24.8% | +3.0% | -11.1% |
| 1Y | -24.8% | -8.2% | -16.6% | -23.9% |
| 3Y | +51.9% | -29.1% | +81.0% | +43.9% |
| 5Y | +4.0% | -79.2% | +83.2% | +91.0% |
| 10Y | -42.2% | -68.1% | +25.9% | -8.0% |
| All | +807.8% | +845.1% | -37.4% | +348.8% |
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 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