-29.4%
CCL vs VO
+202.1%
-231.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -2.5% |
| 7D | -1.5% | +0.2% | -1.8% | -1.9% |
| 30D | +16.5% | +2.0% | +14.4% | +12.5% |
| 3M | +11.2% | -0.3% | +11.5% | +12.2% |
| 6M | +22.6% | +7.3% | +15.3% | +8.9% |
| YTD | +2.6% | +15.0% | -12.4% | -18.5% |
| 1Y | +17.0% | +14.7% | +2.3% | -6.4% |
| 3Y | +145.5% | +67.3% | +78.3% | +3.9% |
| 5Y | +36.1% | +38.8% | -2.7% | -12.6% |
| 10Y | -29.4% | +201.6% | -231.0% | -83.3% |
| All | -29.4% | +202.1% | -231.6% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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