+145.1%
CCL vs VLTO
+69.5%
+75.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +2.6% | +5.4% | -2.8% | -0.7% |
| 30D | +13.1% | +22.3% | -9.2% | -0.9% |
| 3M | +3.3% | +19.6% | -16.3% | -8.3% |
| 6M | +8.7% | +35.2% | -26.4% | -11.6% |
| YTD | -1.6% | +17.9% | -19.4% | -11.9% |
| 1Y | +14.0% | +19.5% | -5.5% | +0.9% |
| 3Y | +145.1% | +73.9% | +71.2% | +111.2% |
| All | +145.1% | +69.5% | +75.7% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling