-43.4%
CCL vs VEA
+162.2%
-205.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +1.3% |
| 7D | -4.3% | -2.1% | -2.2% | -0.4% |
| 30D | -19.0% | -1.1% | -17.9% | -17.4% |
| 3M | -13.1% | +5.1% | -18.2% | -21.2% |
| 6M | -13.3% | +9.8% | -23.1% | -27.1% |
| YTD | -25.2% | +15.9% | -41.2% | -43.4% |
| 1Y | -27.2% | +24.6% | -51.8% | -52.0% |
| 3Y | +49.2% | +75.5% | -26.3% | -49.3% |
| 5Y | +0.4% | +59.4% | -59.0% | -55.7% |
| All | -43.4% | +162.2% | -205.6% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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