-34.0%
CCL vs VUG
+398.3%
-432.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.8% |
| 7D | -1.2% | +2.5% | -3.7% | -4.4% |
| 30D | +13.1% | -6.3% | +19.4% | +22.9% |
| 3M | +3.4% | -6.0% | +9.4% | +11.8% |
| 6M | +18.7% | -3.5% | +22.3% | +23.9% |
| YTD | -2.3% | +3.9% | -6.2% | -7.0% |
| 1Y | +14.2% | +5.1% | +9.1% | +6.9% |
| 3Y | +133.6% | +77.9% | +55.7% | +9.0% |
| 5Y | +33.5% | +62.4% | -28.9% | -27.1% |
| All | -34.0% | +398.3% | -432.3% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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