-18.7%
CCL vs VTV
+715.1%
-733.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.2% |
| 7D | -0.1% | +0.3% | -0.4% | -0.6% |
| 30D | -20.0% | +0.1% | -20.1% | -20.1% |
| 3M | -13.7% | +6.2% | -19.9% | -20.5% |
| 6M | -9.0% | +13.5% | -22.5% | -23.1% |
| YTD | -22.8% | +18.9% | -41.7% | -38.7% |
| 1Y | -25.3% | +25.8% | -51.1% | -45.0% |
| 3Y | +54.1% | +68.7% | -14.7% | -22.0% |
| 5Y | +3.5% | +80.3% | -76.8% | -48.6% |
| 10Y | -41.0% | +226.3% | -267.4% | -83.4% |
| All | -18.7% | +715.1% | -733.8% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling