+8.2%
CCL vs VO
+822.0%
-813.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.8% | -0.2% | +6.0% | +6.3% |
| 30D | +17.3% | +0.5% | +16.8% | +16.8% |
| 3M | +11.3% | -1.1% | +12.4% | +13.5% |
| 6M | +18.5% | +6.4% | +12.1% | +10.1% |
| YTD | +2.8% | +13.5% | -10.8% | -11.3% |
| 1Y | +16.7% | +13.6% | +3.2% | +0.9% |
| 3Y | +146.0% | +65.2% | +80.8% | +35.4% |
| 5Y | +33.6% | +37.7% | -4.1% | +1.9% |
| 10Y | -29.4% | +198.4% | -227.8% | -74.5% |
| All | +8.2% | +822.0% | -813.8% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling