+47.5%
CCL vs VYM
+64.0%
-16.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.1% |
| 7D | -4.3% | -1.9% | -2.4% | -0.5% |
| 30D | -19.0% | -2.6% | -16.4% | -14.3% |
| 3M | -13.1% | +3.6% | -16.7% | -18.7% |
| 6M | -13.3% | +8.7% | -22.0% | -25.8% |
| YTD | -25.2% | +14.1% | -39.4% | -41.5% |
| 1Y | -27.2% | +17.8% | -45.0% | -46.3% |
| All | +47.5% | +64.0% | -16.5% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling