+71.6%
VZ vs CCL
-29.3%
+100.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.9% | -1.5% | +2.5% | +1.0% |
| 30D | +8.9% | +16.5% | -7.5% | +8.2% |
| 3M | +0.1% | +11.2% | -11.1% | -0.4% |
| 6M | +1.9% | +22.6% | -20.7% | +0.8% |
| YTD | +22.0% | +2.6% | +19.4% | +21.3% |
| 1Y | +22.1% | +17.0% | +5.2% | +20.5% |
| 3Y | +58.7% | +145.5% | -86.9% | +48.5% |
| 5Y | +22.3% | +36.1% | -13.8% | +15.6% |
| 10Y | +71.6% | -29.4% | +101.1% | +67.2% |
| All | +71.6% | -29.3% | +100.9% | +67.2% |
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