+2.9%
CCL vs VTV
+736.6%
-733.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | -1.2% | +2.9% | -4.1% | -5.1% |
| 30D | +13.1% | +3.8% | +9.3% | +7.6% |
| 3M | +3.4% | +1.6% | +1.8% | +1.5% |
| 6M | +18.7% | +11.2% | +7.5% | +2.8% |
| YTD | -2.3% | +22.0% | -24.2% | -24.9% |
| 1Y | +14.2% | +24.9% | -10.7% | -14.9% |
| 3Y | +133.6% | +78.5% | +55.1% | +9.2% |
| 5Y | +33.5% | +77.8% | -44.3% | -32.4% |
| 10Y | -32.8% | +231.1% | -263.8% | -81.4% |
| All | +2.9% | +736.6% | -733.7% | -89.9% |
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