+7.7%
V vs CCL
-23.9%
+31.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | -5.0% | +3.3% | -1.0% |
| 30D | +2.0% | -20.3% | +22.3% | +5.1% |
| 3M | +17.4% | -15.1% | +32.5% | +19.7% |
| 6M | +17.5% | -15.1% | +32.6% | +19.5% |
| YTD | +7.6% | -21.8% | +29.4% | +11.2% |
| 1Y | +7.7% | -24.8% | +32.5% | +8.4% |
| All | +7.7% | -23.9% | +31.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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