-26.9%
CCL vs VUG
+13.3%
-40.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -18.2% | -1.7% | -16.5% | -16.4% |
| 3M | -17.7% | +2.8% | -20.5% | -20.4% |
| 6M | -13.0% | +13.6% | -26.6% | -27.2% |
| YTD | -24.5% | +8.1% | -32.6% | -34.5% |
| 1Y | -26.9% | +13.1% | -40.0% | -36.6% |
| All | -26.9% | +13.3% | -40.2% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling