-4.7%
CCL vs VEA
+155.2%
-159.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +2.3% | -3.5% | -3.9% |
| 30D | +13.1% | +0.2% | +12.9% | +13.2% |
| 3M | +3.4% | -5.3% | +8.7% | +11.0% |
| 6M | +18.7% | -0.9% | +19.6% | +20.5% |
| YTD | -2.3% | +12.2% | -14.5% | -14.0% |
| 1Y | +14.2% | +16.1% | -1.9% | -3.6% |
| 3Y | +133.6% | +73.0% | +60.6% | +22.8% |
| 5Y | +33.5% | +53.7% | -20.2% | -13.0% |
| 10Y | -32.8% | +159.3% | -192.1% | -70.8% |
| All | -4.7% | +155.2% | -159.9% | -61.6% |
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