-26.1%
CCL vs VNQ
+387.0%
-413.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.3% |
| 7D | -4.4% | -0.9% | -3.5% | -3.7% |
| 30D | -18.2% | -2.2% | -16.0% | -16.7% |
| 3M | -17.7% | -1.9% | -15.8% | -16.4% |
| 6M | -13.0% | +3.2% | -16.2% | -14.7% |
| YTD | -24.5% | +9.4% | -33.9% | -29.2% |
| 1Y | -26.9% | +7.5% | -34.5% | -30.5% |
| 3Y | +50.8% | +31.1% | +19.7% | +24.4% |
| 5Y | -0.9% | +6.6% | -7.5% | -1.1% |
| 10Y | -41.7% | +63.9% | -105.6% | -52.6% |
| All | -26.1% | +387.0% | -413.1% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling