+0.4%
CCL vs VYM
+75.8%
-75.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.1% |
| 7D | -4.3% | -1.9% | -2.4% | -0.4% |
| 30D | -19.0% | -2.6% | -16.4% | -14.2% |
| 3M | -13.1% | +3.6% | -16.7% | -19.0% |
| 6M | -13.3% | +8.7% | -22.0% | -26.3% |
| YTD | -25.2% | +14.1% | -39.4% | -42.4% |
| 1Y | -27.2% | +17.8% | -45.0% | -47.4% |
| 3Y | +49.2% | +64.5% | -15.3% | -45.7% |
| 5Y | +0.4% | +77.5% | -77.2% | -65.8% |
| All | +0.4% | +75.8% | -75.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling