+128.9%
CCL vs VLTO
+55.4%
+73.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.7% |
| 7D | -0.3% | +0.8% | -1.1% | -0.8% |
| 30D | +10.3% | +18.7% | -8.4% | -1.5% |
| 3M | +6.6% | +21.7% | -15.1% | -6.5% |
| 6M | +20.0% | +35.8% | -15.8% | -2.8% |
| YTD | -1.9% | +18.3% | -20.1% | -12.5% |
| 1Y | +10.4% | +20.9% | -10.5% | -3.1% |
| 3Y | +134.8% | +68.8% | +66.0% | +73.0% |
| All | +128.9% | +55.4% | +73.5% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling