+297.8%
VTI vs CCL
-41.3%
+339.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.3% |
| 30D | -1.4% | -17.8% | +16.3% | +2.1% |
| 3M | +3.6% | -18.7% | +22.3% | +7.3% |
| 6M | +13.6% | -11.4% | +25.0% | +15.1% |
| YTD | +12.9% | -24.3% | +37.2% | +17.3% |
| 1Y | +17.2% | -28.8% | +46.0% | +22.5% |
| 3Y | +75.7% | +49.3% | +26.4% | +56.3% |
| 5Y | +75.4% | +1.6% | +73.8% | +56.9% |
| All | +297.8% | -41.3% | +339.0% | +281.7% |
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