-17.6%
CCL vs VGT
+2,283.9%
-2,301.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -5.0% | +1.0% | -6.0% | -6.1% |
| 30D | -20.3% | +1.3% | -21.6% | -21.6% |
| 3M | -15.1% | -1.1% | -14.0% | -15.3% |
| 6M | -15.1% | +32.6% | -47.7% | -37.9% |
| YTD | -21.8% | +29.0% | -50.8% | -41.3% |
| 1Y | -24.8% | +39.7% | -64.5% | -48.6% |
| 3Y | +51.9% | +120.9% | -69.1% | -36.2% |
| 5Y | +4.0% | +133.6% | -129.5% | -56.8% |
| 10Y | -42.2% | +792.6% | -834.8% | -93.7% |
| All | -17.6% | +2,283.9% | -2,301.5% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling