+807.8%
CCL vs VMC
+3,246.6%
-2,438.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -5.0% | -4.3% | -0.7% | -2.8% |
| 30D | -20.3% | -8.2% | -12.1% | -16.6% |
| 3M | -15.1% | -7.0% | -8.1% | -11.8% |
| 6M | -15.1% | -10.8% | -4.4% | -9.3% |
| YTD | -21.8% | -7.4% | -14.4% | -18.5% |
| 1Y | -24.8% | -9.5% | -15.3% | -20.7% |
| 3Y | +51.9% | +20.5% | +31.4% | +37.7% |
| 5Y | +4.0% | +51.6% | -47.5% | -14.4% |
| 10Y | -42.2% | +150.0% | -192.3% | -62.8% |
| All | +807.8% | +3,246.6% | -2,438.9% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling