+3.5%
CCL vs VIG
+63.6%
-60.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | +0.4% |
| 7D | -0.1% | -0.4% | +0.3% | +0.7% |
| 30D | -20.0% | -2.1% | -17.9% | -16.2% |
| 3M | -13.7% | +3.3% | -17.0% | -19.0% |
| 6M | -9.0% | +9.3% | -18.3% | -23.4% |
| YTD | -22.8% | +10.1% | -33.0% | -35.7% |
| 1Y | -25.3% | +14.7% | -40.0% | -42.7% |
| 3Y | +54.1% | +56.9% | -2.9% | -36.7% |
| 5Y | +3.5% | +62.9% | -59.4% | -57.9% |
| All | +3.5% | +63.6% | -60.1% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling