-42.6%
CCL vs VTV
+234.5%
-277.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | -0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -1.1% |
| 30D | -17.8% | -1.0% | -16.8% | -16.0% |
| 3M | -18.7% | +4.6% | -23.3% | -25.4% |
| 6M | -11.4% | +13.5% | -24.9% | -29.7% |
| YTD | -24.3% | +18.5% | -42.8% | -44.4% |
| 1Y | -28.8% | +22.9% | -51.7% | -51.1% |
| 3Y | +49.3% | +67.8% | -18.5% | -41.5% |
| 5Y | +1.6% | +81.8% | -80.2% | -63.0% |
| All | -42.6% | +234.5% | -277.2% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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