+17.4%
CCL vs VG
-44.6%
+62.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -1.2% | +14.0% | -15.1% | -1.0% |
| 30D | +13.1% | -1.0% | +14.1% | +13.1% |
| 3M | +3.4% | -2.7% | +6.1% | +3.3% |
| 6M | +18.7% | +1.5% | +17.2% | +18.2% |
| YTD | -2.3% | +93.7% | -96.0% | -15.7% |
| 1Y | +14.2% | +68.5% | -54.3% | +0.8% |
| All | +17.4% | -44.6% | +62.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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