-42.6%
CCL vs VIG
+250.0%
-292.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | -0.1% |
| 7D | -3.2% | -1.1% | -2.2% | -1.3% |
| 30D | -17.8% | -2.7% | -15.0% | -13.4% |
| 3M | -18.7% | +2.5% | -21.2% | -22.0% |
| 6M | -11.4% | +9.2% | -20.6% | -23.2% |
| YTD | -24.3% | +9.8% | -34.1% | -34.7% |
| 1Y | -28.8% | +12.4% | -41.2% | -41.0% |
| 3Y | +49.3% | +55.9% | -6.6% | -27.8% |
| 5Y | +1.6% | +63.9% | -62.3% | -51.9% |
| All | -42.6% | +250.0% | -292.7% | -87.7% |
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