-23.7%
CCL vs VEA
+170.4%
-194.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.4% |
| 7D | -5.0% | +1.0% | -6.0% | -6.2% |
| 30D | -20.3% | +1.9% | -22.3% | -22.2% |
| 3M | -15.1% | +3.2% | -18.4% | -18.5% |
| 6M | -15.1% | +10.2% | -25.3% | -24.0% |
| YTD | -21.8% | +18.9% | -40.7% | -36.2% |
| 1Y | -24.8% | +29.3% | -54.1% | -44.6% |
| 3Y | +51.9% | +76.8% | -24.9% | -22.3% |
| 5Y | +4.0% | +61.2% | -57.2% | -36.5% |
| 10Y | -42.2% | +163.3% | -205.5% | -75.8% |
| All | -23.7% | +170.4% | -194.2% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling