+8.5%
CCL vs VO
+822.3%
-813.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.4% | +0.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.4% |
| 30D | +17.5% | +0.5% | +17.0% | +17.1% |
| 3M | +6.8% | -1.0% | +7.8% | +8.8% |
| 6M | +18.7% | +6.4% | +12.3% | +10.3% |
| YTD | +3.0% | +13.6% | -10.6% | -11.2% |
| 1Y | +17.7% | +14.5% | +3.2% | +0.7% |
| 3Y | +155.6% | +67.2% | +88.4% | +38.5% |
| 5Y | +30.2% | +36.1% | -5.9% | +0.8% |
| 10Y | -28.5% | +199.3% | -227.8% | -74.2% |
| All | +8.5% | +822.3% | -813.9% | -87.7% |
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