+3.5%
CCL vs VUG
+76.0%
-72.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | -0.1% | +0.9% | -1.0% | -1.4% |
| 30D | -20.0% | -1.4% | -18.5% | -18.4% |
| 3M | -13.7% | +2.3% | -16.0% | -16.5% |
| 6M | -9.0% | +15.7% | -24.7% | -25.6% |
| YTD | -22.8% | +8.6% | -31.4% | -31.1% |
| 1Y | -25.3% | +14.1% | -39.4% | -38.1% |
| 3Y | +54.1% | +87.9% | -33.8% | -37.9% |
| 5Y | +3.5% | +76.3% | -72.8% | -54.5% |
| All | +3.5% | +76.0% | -72.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling