+376.8%
V vs CCL
-41.5%
+418.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.9% | -20.0% | +21.9% | +6.2% |
| 3M | +15.5% | -13.7% | +29.2% | +18.3% |
| 6M | +16.6% | -9.0% | +25.6% | +17.3% |
| YTD | +5.7% | -22.8% | +28.6% | +9.5% |
| 1Y | +8.6% | -25.3% | +33.9% | +12.6% |
| 3Y | +52.5% | +54.1% | -1.6% | +33.1% |
| 5Y | +67.1% | +3.5% | +63.6% | +48.0% |
| 10Y | +376.8% | -41.0% | +417.8% | +339.1% |
| All | +376.8% | -41.5% | +418.3% | +339.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling