+28.7%
CCL vs VSXY
+93.0%
-64.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.8% |
| 7D | -1.2% | -1.7% | +0.6% | -0.7% |
| 30D | +13.1% | +20.1% | -7.0% | +7.3% |
| 3M | +3.4% | +16.6% | -13.2% | -1.9% |
| 6M | +18.7% | +134.9% | -116.2% | -12.6% |
| YTD | -2.3% | +96.0% | -98.3% | -24.4% |
| 1Y | +14.2% | +203.8% | -189.6% | -23.7% |
| 3Y | +133.6% | +465.3% | -331.8% | +13.7% |
| 5Y | +33.5% | +106.3% | -72.8% | -12.4% |
| All | +28.7% | +93.0% | -64.3% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling