+2.9%
CCL vs VGT
+2,088.1%
-2,085.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +1.4% |
| 7D | -1.2% | +2.5% | -3.6% | -3.7% |
| 30D | +13.1% | -9.5% | +22.6% | +24.6% |
| 3M | +3.4% | -9.5% | +12.9% | +13.4% |
| 6M | +18.7% | -1.8% | +20.5% | +17.8% |
| YTD | -2.3% | +18.4% | -20.7% | -20.5% |
| 1Y | +14.2% | +18.7% | -4.5% | -7.7% |
| 3Y | +133.6% | +103.8% | +29.8% | +5.5% |
| 5Y | +33.5% | +104.4% | -70.9% | -36.8% |
| 10Y | -32.8% | +716.9% | -749.7% | -92.0% |
| All | +2.9% | +2,088.1% | -2,085.2% | -95.6% |
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