+16.1%
CCL vs VG
-13.2%
+29.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -6.9% |
| 7D | +2.6% | -22.0% | +24.6% | -5.2% |
| 30D | +11.3% | -14.7% | +26.1% | +6.4% |
| 3M | +0.3% | -7.1% | +7.3% | +0.2% |
| 6M | +16.1% | -11.2% | +27.3% | +18.0% |
| All | +16.1% | -13.2% | +29.3% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling