-17.6%
CCL vs VUG
+1,251.8%
-1,269.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 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% | -14.6% |
| 6M | -15.1% | +14.6% | -29.7% | -28.1% |
| YTD | -21.8% | +9.0% | -30.8% | -29.4% |
| 1Y | -24.8% | +14.9% | -39.7% | -36.7% |
| 3Y | +51.9% | +86.0% | -34.2% | -29.1% |
| 5Y | +4.0% | +76.7% | -72.7% | -45.4% |
| 10Y | -42.2% | +411.3% | -453.5% | -91.2% |
| All | -17.6% | +1,251.8% | -1,269.4% | -95.9% |
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