+130.8%
CCL vs VLTO
+54.8%
+75.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +3.1% | +5.4% | -2.3% | -0.2% |
| 30D | +13.7% | +22.3% | -8.6% | -0.5% |
| 3M | +3.8% | +19.6% | -15.8% | -7.9% |
| 6M | +9.3% | +35.2% | -25.9% | -11.3% |
| YTD | -1.1% | +17.9% | -18.9% | -11.6% |
| 1Y | +14.6% | +19.5% | -5.0% | +1.2% |
| 3Y | +146.4% | +73.9% | +72.5% | +77.6% |
| All | +130.8% | +54.8% | +75.9% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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