-42.6%
CCL vs VYM
+209.2%
-251.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | -0.1% |
| 7D | -3.2% | -0.8% | -2.4% | -1.7% |
| 30D | -17.8% | -2.2% | -15.5% | -14.0% |
| 3M | -18.7% | +3.1% | -21.7% | -23.0% |
| 6M | -11.4% | +9.7% | -21.1% | -24.8% |
| YTD | -24.3% | +14.9% | -39.2% | -40.9% |
| 1Y | -28.8% | +17.6% | -46.4% | -46.8% |
| 3Y | +49.3% | +65.3% | -16.0% | -39.5% |
| 5Y | +1.6% | +78.7% | -77.1% | -61.7% |
| All | -42.6% | +209.2% | -251.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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