-0.9%
CCL vs VTR
+88.4%
-89.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -4.4% | -2.9% | -1.5% | -2.9% |
| 30D | -18.2% | -2.8% | -15.4% | -17.1% |
| 3M | -17.7% | +9.0% | -26.7% | -22.5% |
| 6M | -13.0% | +5.0% | -18.0% | -16.6% |
| YTD | -24.5% | +16.9% | -41.4% | -32.2% |
| 1Y | -26.9% | +34.3% | -61.2% | -40.2% |
| 3Y | +50.8% | +131.6% | -80.8% | -20.3% |
| 5Y | -0.9% | +88.0% | -88.9% | -42.9% |
| All | -0.9% | +88.4% | -89.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling