-42.6%
CCL vs VNQ
+64.0%
-106.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.3% |
| 7D | -3.2% | -1.3% | -2.0% | -1.6% |
| 30D | -17.8% | -2.6% | -15.2% | -14.9% |
| 3M | -18.7% | -2.0% | -16.7% | -16.6% |
| 6M | -11.4% | +4.3% | -15.7% | -15.8% |
| YTD | -24.3% | +9.2% | -33.5% | -32.4% |
| 1Y | -28.8% | +5.6% | -34.4% | -33.5% |
| 3Y | +49.3% | +30.8% | +18.5% | +3.9% |
| 5Y | +1.6% | +8.0% | -6.4% | -5.5% |
| All | -42.6% | +64.0% | -106.7% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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