+21.0%
VRT vs CCL
+11.3%
+9.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.9% |
| 7D | +18.6% | -0.3% | +19.0% | +18.8% |
| 30D | -11.7% | +10.3% | -22.0% | -14.5% |
| 3M | -27.3% | +6.6% | -33.9% | -29.0% |
| 6M | -42.9% | +20.0% | -62.9% | -46.9% |
| YTD | +29.5% | -1.9% | +31.4% | +26.5% |
| 1Y | +21.0% | +10.4% | +10.6% | +15.3% |
| All | +21.0% | +11.3% | +9.7% | +15.3% |
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