+56.1%
CCL vs VO
+58.9%
-2.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.5% |
| 7D | -5.0% | -0.3% | -4.8% | -4.5% |
| 30D | -20.3% | -0.3% | -20.0% | -19.7% |
| 3M | -15.1% | +2.9% | -18.1% | -19.5% |
| 6M | -15.1% | +9.3% | -24.5% | -27.8% |
| YTD | -21.8% | +14.2% | -36.0% | -38.7% |
| 1Y | -24.8% | +15.3% | -40.0% | -41.8% |
| All | +56.1% | +58.9% | -2.8% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling