-34.0%
CCL vs VIG
+262.6%
-296.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +3.5% | -4.7% | -7.2% |
| 30D | +13.1% | +4.9% | +8.2% | +3.9% |
| 3M | +3.4% | +2.5% | +0.9% | -0.7% |
| 6M | +18.7% | +11.0% | +7.7% | -0.9% |
| YTD | -2.3% | +16.0% | -18.2% | -23.4% |
| 1Y | +14.2% | +17.5% | -3.4% | -12.6% |
| 3Y | +133.6% | +67.0% | +66.6% | -0.7% |
| 5Y | +33.5% | +64.8% | -31.3% | -37.9% |
| All | -34.0% | +262.6% | -296.7% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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