+56.1%
CCL vs VUG
+90.1%
-34.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.8% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | -20.3% | -0.3% | -20.0% | -20.0% |
| 3M | -15.1% | -0.7% | -14.5% | -14.5% |
| 6M | -15.1% | +14.6% | -29.7% | -28.6% |
| YTD | -21.8% | +9.0% | -30.8% | -30.0% |
| 1Y | -24.8% | +14.9% | -39.7% | -37.3% |
| All | +56.1% | +90.1% | -34.0% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling