-28.8%
CCL vs VYM
+18.4%
-47.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | -0.4% |
| 7D | -3.2% | -0.8% | -2.4% | -1.2% |
| 30D | -17.8% | -2.2% | -15.5% | -12.8% |
| 3M | -18.7% | +3.1% | -21.7% | -24.3% |
| 6M | -11.4% | +9.7% | -21.1% | -29.1% |
| YTD | -24.3% | +14.9% | -39.2% | -43.6% |
| 1Y | -28.8% | +17.6% | -46.4% | -49.6% |
| All | -28.8% | +18.4% | -47.3% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling