+14.2%
CCL vs VG
+63.8%
-49.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.6% |
| 7D | -1.2% | +14.0% | -15.1% | +2.6% |
| 30D | +13.1% | -1.0% | +14.1% | +13.7% |
| 3M | +3.4% | -2.7% | +6.1% | +4.1% |
| 6M | +18.7% | +1.5% | +17.2% | +23.8% |
| YTD | -2.3% | +93.7% | -96.0% | +4.5% |
| 1Y | +14.2% | +68.5% | -54.3% | +21.9% |
| All | +14.2% | +63.8% | -49.6% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling