-25.2%
CCL vs VIG
+623.5%
-648.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.9% |
| 7D | -5.0% | -0.4% | -4.6% | -4.4% |
| 30D | -20.3% | -1.0% | -19.4% | -19.1% |
| 3M | -15.1% | +2.8% | -17.9% | -18.3% |
| 6M | -15.1% | +8.2% | -23.3% | -23.7% |
| YTD | -21.8% | +11.0% | -32.8% | -32.2% |
| 1Y | -24.8% | +16.1% | -40.9% | -39.1% |
| 3Y | +51.9% | +56.2% | -4.3% | -18.8% |
| 5Y | +4.0% | +63.0% | -58.9% | -44.2% |
| 10Y | -42.2% | +241.4% | -283.7% | -87.7% |
| All | -25.2% | +623.5% | -648.7% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling