+0.4%
CCL vs VSXY
+15.5%
-15.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.1% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | -19.0% | -22.1% | +3.1% | -13.0% |
| 3M | -13.1% | -1.1% | -11.9% | -13.8% |
| 6M | -13.3% | +53.8% | -67.1% | -28.8% |
| YTD | -25.2% | +35.5% | -60.7% | -36.4% |
| 1Y | -27.2% | +186.0% | -213.2% | -53.1% |
| 3Y | +49.2% | +343.2% | -294.0% | -30.7% |
| 5Y | +0.4% | +19.0% | -18.6% | -22.7% |
| All | +0.4% | +15.5% | -15.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling