+17.0%
CCL vs VMC
-2.2%
+19.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.6% |
| 7D | -1.5% | -4.3% | +2.8% | +2.1% |
| 30D | +16.5% | +16.2% | +0.2% | +3.7% |
| 3M | +11.2% | -0.8% | +12.0% | +12.6% |
| 6M | +22.6% | +1.2% | +21.4% | +21.0% |
| YTD | +2.6% | +0.5% | +2.1% | -4.9% |
| 1Y | +17.0% | -2.9% | +19.9% | +12.9% |
| All | +17.0% | -2.2% | +19.2% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling