-42.6%
CCL vs VTRS
-48.4%
+5.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.9% |
| 7D | -3.2% | -2.2% | -1.0% | -2.1% |
| 30D | -17.8% | +3.3% | -21.1% | -19.2% |
| 3M | -18.7% | +2.0% | -20.7% | -19.9% |
| 6M | -11.4% | +19.9% | -31.3% | -19.6% |
| YTD | -24.3% | +35.7% | -60.0% | -36.0% |
| 1Y | -28.8% | +68.1% | -96.9% | -46.4% |
| 3Y | +49.3% | +87.1% | -37.8% | +1.5% |
| 5Y | +1.6% | +47.6% | -46.0% | -23.6% |
| All | -42.6% | -48.4% | +5.7% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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