+2,723.0%
VRT vs CCL
-55.8%
+2,778.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -5.0% | +14.2% | +11.0% |
| 30D | +0.9% | -20.3% | +21.3% | +8.9% |
| 3M | -13.4% | -15.1% | +1.8% | -9.0% |
| 6M | +11.7% | -15.1% | +26.8% | +16.4% |
| YTD | +73.2% | -21.8% | +95.0% | +84.8% |
| 1Y | +123.4% | -24.8% | +148.2% | +139.5% |
| 3Y | +606.2% | +51.9% | +554.3% | +488.8% |
| 5Y | +899.9% | +4.0% | +895.9% | +765.0% |
| All | +2,723.0% | -55.8% | +2,778.9% | +1,925.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling