+795.8%
CCL vs VTRS
+557.1%
+238.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -20.0% | +1.9% | -21.8% | -20.4% |
| 3M | -13.7% | +5.1% | -18.7% | -15.1% |
| 6M | -9.0% | +20.1% | -29.1% | -13.9% |
| YTD | -22.8% | +36.6% | -59.4% | -30.0% |
| 1Y | -25.3% | +64.1% | -89.4% | -36.1% |
| 3Y | +54.1% | +86.4% | -32.3% | +25.1% |
| 5Y | +3.5% | +40.9% | -37.4% | -9.2% |
| 10Y | -41.0% | -48.7% | +7.7% | -36.3% |
| All | +795.8% | +557.1% | +238.7% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling