+140.4%
CCL vs VLTO
+56.1%
+84.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.6% |
| 7D | +3.1% | +2.0% | +1.0% | +1.8% |
| 30D | +17.5% | +21.8% | -4.3% | +3.1% |
| 3M | +6.8% | +20.2% | -13.4% | -5.5% |
| 6M | +18.7% | +36.3% | -17.6% | -4.1% |
| YTD | +3.0% | +18.8% | -15.8% | -8.4% |
| 1Y | +17.7% | +20.4% | -2.7% | +3.6% |
| 3Y | +155.6% | +71.9% | +83.7% | +85.9% |
| All | +140.4% | +56.1% | +84.2% | +85.1% |
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