-41.7%
CCL vs VO
+193.0%
-234.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -0.7% |
| 7D | -4.4% | -0.6% | -3.8% | -3.4% |
| 30D | -18.2% | -1.9% | -16.3% | -15.2% |
| 3M | -17.7% | +3.3% | -21.0% | -21.8% |
| 6M | -13.0% | +9.7% | -22.7% | -25.1% |
| YTD | -24.5% | +12.6% | -37.1% | -37.7% |
| 1Y | -26.9% | +13.6% | -40.6% | -40.5% |
| 3Y | +50.8% | +56.8% | -6.1% | -27.9% |
| 5Y | -0.9% | +42.3% | -43.2% | -38.9% |
| 10Y | -41.7% | +199.2% | -240.8% | -84.6% |
| All | -41.7% | +193.0% | -234.7% | -84.6% |
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