-29.4%
CCL vs VMC
+129.3%
-158.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | -1.5% | -4.3% | +2.8% | +2.0% |
| 30D | +16.5% | +16.2% | +0.2% | +3.7% |
| 3M | +11.2% | -0.8% | +12.0% | +11.7% |
| 6M | +22.6% | +1.2% | +21.4% | +21.1% |
| YTD | +2.6% | +0.5% | +2.1% | +1.4% |
| 1Y | +17.0% | -2.9% | +19.9% | +18.8% |
| 3Y | +145.5% | +37.3% | +108.2% | +87.4% |
| 5Y | +36.1% | +48.8% | -12.7% | -1.2% |
| 10Y | -29.4% | +131.4% | -160.9% | -64.1% |
| All | -29.4% | +129.3% | -158.7% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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