+8.2%
CCL vs VUG
+1,182.3%
-1,174.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.7% |
| 7D | +5.8% | -1.2% | +7.0% | +7.5% |
| 30D | +17.3% | -8.9% | +26.1% | +31.5% |
| 3M | +11.3% | -5.9% | +17.3% | +19.9% |
| 6M | +18.5% | -3.3% | +21.7% | +23.1% |
| YTD | +2.8% | +3.4% | -0.6% | -1.1% |
| 1Y | +16.7% | +1.9% | +14.9% | +14.4% |
| 3Y | +146.0% | +76.9% | +69.1% | +21.7% |
| 5Y | +33.6% | +63.9% | -30.2% | -23.0% |
| 10Y | -29.4% | +396.2% | -425.6% | -88.8% |
| All | +8.2% | +1,182.3% | -1,174.1% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling