-42.6%
CCL vs VTR
+99.2%
-141.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -3.2% | -0.3% | -2.9% | -3.0% |
| 30D | -17.8% | +1.1% | -18.9% | -18.5% |
| 3M | -18.7% | +7.9% | -26.6% | -24.3% |
| 6M | -11.4% | +6.2% | -17.6% | -17.2% |
| YTD | -24.3% | +17.7% | -42.0% | -34.9% |
| 1Y | -28.8% | +32.9% | -61.7% | -44.8% |
| 3Y | +49.3% | +129.7% | -80.4% | -29.2% |
| 5Y | +1.6% | +89.3% | -87.7% | -44.4% |
| All | -42.6% | +99.2% | -141.8% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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