-42.6%
CCL vs VWO
+117.1%
-159.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.3% |
| 7D | -3.2% | -1.8% | -1.5% | -0.7% |
| 30D | -17.8% | -0.1% | -17.7% | -17.7% |
| 3M | -18.7% | +2.2% | -20.9% | -21.5% |
| 6M | -11.4% | +8.8% | -20.2% | -20.7% |
| YTD | -24.3% | +12.4% | -36.7% | -35.3% |
| 1Y | -28.8% | +15.6% | -44.4% | -41.7% |
| 3Y | +49.3% | +62.5% | -13.2% | -25.8% |
| 5Y | +1.6% | +34.3% | -32.7% | -30.7% |
| All | -42.6% | +117.1% | -159.7% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling