-41.6%
CCL vs VT
+224.5%
-266.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -5.0% | +0.4% | -5.5% | -5.9% |
| 30D | -20.3% | +1.0% | -21.3% | -21.8% |
| 3M | -15.1% | +2.4% | -17.5% | -18.9% |
| 6M | -15.1% | +12.0% | -27.1% | -30.9% |
| YTD | -21.8% | +15.3% | -37.1% | -39.7% |
| 1Y | -24.8% | +22.6% | -47.4% | -48.6% |
| 3Y | +51.9% | +74.7% | -22.8% | -46.0% |
| 5Y | +4.0% | +66.1% | -62.1% | -55.6% |
| All | -41.6% | +224.5% | -266.0% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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