+24.5%
CCL vs VT
+345.0%
-320.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | +0.2% |
| 7D | +2.6% | -4.2% | +6.8% | +9.0% |
| 30D | +11.3% | -5.8% | +17.1% | +21.3% |
| 3M | +0.3% | -5.2% | +5.5% | +8.4% |
| 6M | +16.1% | +0.1% | +16.0% | +16.8% |
| YTD | -1.6% | +8.2% | -9.8% | -9.9% |
| 1Y | +11.8% | +10.1% | +1.6% | 0.0% |
| 3Y | +139.6% | +69.7% | +69.9% | +23.2% |
| 5Y | +21.3% | +53.4% | -32.1% | -22.0% |
| 10Y | -29.8% | +219.2% | -249.0% | -77.6% |
| All | +24.5% | +345.0% | -320.5% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling