-0.3%
CCL vs VSXY
+37.5%
-37.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | +0.4% |
| 7D | -3.2% | +0.1% | -3.4% | -3.3% |
| 30D | -17.8% | -18.7% | +0.9% | -13.2% |
| 3M | -18.7% | -4.0% | -14.7% | -18.6% |
| 6M | -11.4% | +67.5% | -78.9% | -27.9% |
| YTD | -24.3% | +39.7% | -64.0% | -35.2% |
| 1Y | -28.8% | +180.0% | -208.8% | -51.9% |
| 3Y | +49.3% | +337.3% | -288.0% | -23.0% |
| 5Y | +1.6% | +22.7% | -21.1% | -27.0% |
| All | -0.3% | +37.5% | -37.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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