-42.6%
CCL vs VGT
+820.0%
-862.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | -0.1% |
| 7D | -3.2% | -0.2% | -3.1% | -3.1% |
| 30D | -17.8% | -0.4% | -17.3% | -17.6% |
| 3M | -18.7% | +4.4% | -23.1% | -23.4% |
| 6M | -11.4% | +32.1% | -43.5% | -35.9% |
| YTD | -24.3% | +28.8% | -53.1% | -43.8% |
| 1Y | -28.8% | +35.3% | -64.2% | -50.5% |
| 3Y | +49.3% | +124.8% | -75.4% | -41.6% |
| 5Y | +1.6% | +137.9% | -136.3% | -61.5% |
| All | -42.6% | +820.0% | -862.7% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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