-26.9%
CCL vs VMC
-15.3%
-11.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | +0.4% |
| 7D | -4.4% | -5.3% | +0.9% | -0.2% |
| 30D | -18.2% | -12.3% | -5.9% | -9.5% |
| 3M | -17.7% | -10.3% | -7.4% | -10.9% |
| 6M | -13.0% | -8.6% | -4.4% | -6.7% |
| YTD | -24.5% | -11.9% | -12.6% | -20.2% |
| 1Y | -26.9% | -13.9% | -13.0% | -21.6% |
| All | -26.9% | -15.3% | -11.6% | -21.6% |
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