+444.2%
V vs CCL
-27.9%
+472.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.9% |
| 7D | -0.8% | +3.1% | -3.8% | -1.4% |
| 30D | +9.5% | +17.5% | -8.0% | +6.2% |
| 3M | +16.7% | +6.8% | +9.9% | +14.8% |
| 6M | +32.9% | +18.7% | +14.2% | +27.6% |
| YTD | +21.1% | +3.0% | +18.1% | +18.4% |
| 1Y | +26.6% | +17.7% | +8.9% | +20.4% |
| 3Y | +78.4% | +155.6% | -77.2% | +41.3% |
| 5Y | +105.5% | +30.2% | +75.3% | +74.2% |
| 10Y | +444.2% | -28.5% | +472.7% | +380.2% |
| All | +444.2% | -27.9% | +472.1% | +380.2% |
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