+105.6%
CCL vs VTR
+1,499.7%
-1,394.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | -5.0% | -1.7% | -3.4% | -4.4% |
| 30D | -20.3% | -2.4% | -17.9% | -19.6% |
| 3M | -15.1% | +14.8% | -29.9% | -20.3% |
| 6M | -15.1% | +5.3% | -20.4% | -17.6% |
| YTD | -21.8% | +18.1% | -39.9% | -27.5% |
| 1Y | -24.8% | +36.7% | -61.5% | -34.5% |
| 3Y | +51.9% | +130.1% | -78.2% | +5.6% |
| 5Y | +4.0% | +89.5% | -85.5% | -21.4% |
| 10Y | -42.2% | +87.4% | -129.6% | -56.9% |
| All | +105.6% | +1,499.7% | -1,394.2% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling