-31.2%
CCL vs VYM
+490.3%
-521.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | -0.1% | +0.1% | -0.3% | -0.3% |
| 30D | -20.0% | -1.3% | -18.7% | -18.3% |
| 3M | -13.7% | +4.1% | -17.7% | -18.4% |
| 6M | -9.0% | +9.8% | -18.8% | -20.2% |
| YTD | -22.8% | +15.3% | -38.1% | -37.0% |
| 1Y | -25.3% | +20.0% | -45.3% | -42.5% |
| 3Y | +54.1% | +66.2% | -12.2% | -25.0% |
| 5Y | +3.5% | +77.5% | -74.0% | -50.9% |
| 10Y | -41.0% | +201.7% | -242.8% | -84.1% |
| All | -31.2% | +490.3% | -521.4% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling