-43.4%
CCL vs VMC
+154.4%
-197.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -4.3% | -3.7% | -0.6% | -1.5% |
| 30D | -19.0% | -12.8% | -6.2% | -10.2% |
| 3M | -13.1% | -7.9% | -5.2% | -7.7% |
| 6M | -13.3% | -7.5% | -5.8% | -7.6% |
| YTD | -25.2% | -11.6% | -13.6% | -18.4% |
| 1Y | -27.2% | -14.3% | -12.9% | -18.9% |
| 3Y | +49.2% | +18.5% | +30.7% | +28.5% |
| 5Y | +0.4% | +46.8% | -46.4% | -25.2% |
| All | -43.4% | +154.4% | -197.8% | -68.5% |
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